-80.8%
TTD vs COO
-38.8%
-42.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -3.4% |
| 7D | +6.3% | -2.2% | +8.6% | +7.9% |
| 30D | -23.9% | -7.0% | -16.9% | -20.5% |
| 3M | -31.4% | +12.2% | -43.6% | -37.0% |
| 6M | -42.7% | -15.1% | -27.6% | -37.0% |
| YTD | -62.0% | -15.1% | -46.9% | -58.2% |
| 1Y | -72.2% | +2.3% | -74.5% | -73.5% |
| 3Y | -81.9% | -23.7% | -58.3% | -81.1% |
| All | -80.8% | -38.8% | -42.1% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling