+430.9%
TTD vs COO
+33.9%
+397.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +4.3% |
| 7D | +20.8% | -2.3% | +23.1% | +22.9% |
| 30D | +33.8% | +13.3% | +20.6% | +23.1% |
| 3M | +17.8% | -18.1% | +35.9% | +33.0% |
| 6M | -25.7% | +6.7% | -32.4% | -31.6% |
| YTD | -57.9% | -23.2% | -34.7% | -51.1% |
| 1Y | -63.8% | -12.3% | -51.6% | -62.2% |
| 3Y | -75.0% | -23.6% | -51.5% | -74.5% |
| 5Y | -82.5% | -38.7% | -43.8% | -77.5% |
| 10Y | +527.9% | +42.2% | +485.7% | +357.4% |
| All | +430.9% | +33.9% | +397.0% | +327.8% |
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