+95.4%
CAT vs TTD
-73.2%
+168.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.1% | +1.3% |
| 7D | +1.7% | +6.3% | -4.6% | +2.3% |
| 30D | -6.6% | -23.9% | +17.3% | -8.6% |
| 3M | -13.3% | -31.4% | +18.1% | -15.4% |
| 6M | +11.6% | -42.7% | +54.3% | +8.4% |
| YTD | +42.9% | -62.0% | +104.9% | +40.3% |
| 1Y | +95.4% | -72.2% | +167.6% | +90.1% |
| All | +95.4% | -73.2% | +168.7% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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