+443.1%
TTMI vs COO
+1,635.6%
-1,192.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.5% | +10.3% | +9.5% |
| 7D | +5.9% | -2.2% | +8.1% | +6.8% |
| 30D | -4.3% | -7.0% | +2.7% | -1.9% |
| 3M | -32.0% | +12.2% | -44.3% | -36.6% |
| 6M | +19.5% | -15.1% | +34.6% | +25.6% |
| YTD | +82.0% | -15.1% | +97.1% | +90.9% |
| 1Y | +172.6% | +2.3% | +170.3% | +163.1% |
| 3Y | +744.7% | -23.7% | +768.3% | +792.7% |
| 5Y | +805.6% | -38.9% | +844.5% | +936.3% |
| 10Y | +1,057.6% | +49.9% | +1,007.7% | +789.2% |
| All | +443.1% | +1,635.6% | -1,192.5% | +57.1% |
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