+550.5%
TTD vs COO
+40.7%
+509.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.5% | +13.0% | +13.8% |
| 7D | +19.0% | +4.3% | +14.7% | +15.7% |
| 30D | +23.6% | +17.6% | +6.0% | +10.9% |
| 3M | +8.2% | -13.9% | +22.1% | +17.8% |
| 6M | -35.3% | +6.6% | -41.9% | -40.2% |
| YTD | -60.7% | -22.0% | -38.7% | -54.8% |
| 1Y | -65.3% | -8.8% | -56.5% | -64.7% |
| 3Y | -80.6% | -21.5% | -59.1% | -80.6% |
| 5Y | -84.6% | -41.0% | -43.6% | -79.7% |
| 10Y | +550.5% | +40.9% | +509.7% | +425.3% |
| All | +550.5% | +40.7% | +509.8% | +425.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling