+396.5%
TTMI vs COO
+41.1%
+355.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.2% |
| 7D | +11.4% | +0.5% | +10.9% | +11.3% |
| 30D | -28.3% | +14.2% | -42.5% | -32.8% |
| 3M | -46.7% | -18.2% | -28.4% | -43.3% |
| 6M | -56.1% | +5.3% | -61.5% | -59.2% |
| YTD | +7.4% | -23.6% | +30.9% | +16.1% |
| 1Y | +17.4% | -12.7% | +30.1% | +19.1% |
| 3Y | +429.1% | -24.2% | +453.3% | +445.5% |
| 5Y | +418.8% | -40.0% | +458.8% | +490.1% |
| All | +396.5% | +41.1% | +355.4% | +269.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling