-65.5%
TTD vs COO
-8.8%
-56.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.5% | +13.0% | +15.0% |
| 7D | +19.0% | +4.3% | +14.7% | +18.1% |
| 30D | +23.6% | +17.6% | +6.0% | +20.9% |
| 3M | +8.2% | -13.9% | +22.1% | +11.1% |
| 6M | -35.3% | +6.6% | -41.9% | -35.7% |
| YTD | -60.7% | -22.0% | -38.7% | -57.1% |
| All | -65.5% | -8.8% | -56.7% | -65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling