+816.1%
TTMI vs COO
-37.8%
+853.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.5% | +10.3% | +9.3% |
| 7D | +5.9% | -2.2% | +8.1% | +6.6% |
| 30D | -4.3% | -7.0% | +2.7% | -2.4% |
| 3M | -32.0% | +12.2% | -44.3% | -36.4% |
| 6M | +19.5% | -15.1% | +34.6% | +25.8% |
| YTD | +82.0% | -15.1% | +97.1% | +91.3% |
| 1Y | +172.6% | +2.3% | +170.3% | +164.4% |
| 3Y | +744.7% | -23.7% | +768.3% | +791.3% |
| All | +816.1% | -37.8% | +853.9% | +857.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling