+161.0%
TTMI vs COO
-7.1%
+168.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.2% | +2.3% | -4.3% |
| 7D | +7.5% | -9.0% | +16.4% | +6.9% |
| 30D | -4.5% | -16.8% | +12.3% | -5.5% |
| 3M | -28.5% | -7.5% | -21.0% | -29.9% |
| 6M | +28.4% | -16.3% | +44.6% | +33.6% |
| YTD | +80.1% | -22.5% | +102.6% | +92.5% |
| 1Y | +161.0% | -7.0% | +168.0% | +165.8% |
| All | +161.0% | -7.1% | +168.1% | +165.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling