-70.5%
CBRS vs TTD
-35.3%
-35.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.9% | -9.0% | -5.2% |
| 7D | -18.4% | +3.7% | -22.1% | -17.4% |
| 30D | -49.4% | +10.4% | -59.8% | -47.6% |
| 3M | -59.6% | -31.6% | -28.0% | -63.3% |
| All | -70.5% | -35.3% | -35.2% | -74.4% |
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 · Available span rolling