+329.6%
TTD vs COO
+32.7%
+296.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +2.2% |
| 7D | +5.2% | +4.7% | +0.5% | +1.8% |
| 30D | +6.9% | +13.9% | -7.0% | -2.2% |
| 3M | -26.8% | -14.9% | -11.9% | -20.0% |
| 6M | -46.1% | +2.0% | -48.2% | -48.8% |
| YTD | -65.9% | -23.9% | -42.0% | -60.2% |
| 1Y | -71.8% | -9.6% | -62.2% | -71.3% |
| 3Y | -83.3% | -25.4% | -57.9% | -82.7% |
| 5Y | -81.1% | -41.2% | -40.0% | -75.0% |
| 10Y | +441.7% | +42.1% | +399.6% | +286.1% |
| All | +329.6% | +32.7% | +296.9% | +247.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling