-73.1%
TTD vs COO
-2.5%
-70.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -2.3% |
| 7D | +1.7% | -2.3% | +4.0% | +2.3% |
| 30D | +1.6% | -8.8% | +10.4% | +3.3% |
| 3M | -27.8% | +1.3% | -29.2% | -27.8% |
| 6M | -52.1% | -11.6% | -40.5% | -50.0% |
| YTD | -63.1% | -17.4% | -45.7% | -60.8% |
| 1Y | -73.1% | -1.6% | -71.5% | -72.3% |
| All | -73.1% | -2.5% | -70.5% | -72.3% |
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