+379.4%
TTD vs COO
+48.1%
+331.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -3.3% |
| 7D | +6.3% | -2.2% | +8.6% | +8.1% |
| 30D | -23.9% | -7.0% | -16.9% | -20.1% |
| 3M | -31.4% | +12.2% | -43.6% | -37.7% |
| 6M | -42.7% | -15.1% | -27.6% | -36.8% |
| YTD | -62.0% | -15.1% | -46.9% | -58.1% |
| 1Y | -72.2% | +2.3% | -74.5% | -73.7% |
| 3Y | -81.9% | -23.7% | -58.3% | -80.8% |
| 5Y | -81.5% | -38.9% | -42.6% | -75.6% |
| All | +379.4% | +48.1% | +331.3% | +266.7% |
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