-65.0%
CBRS vs TTD
-23.3%
-41.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.4% | +9.9% | +11.4% |
| 7D | +21.2% | +21.3% | 0.0% | +25.1% |
| 30D | -23.2% | +28.7% | -51.9% | -18.9% |
| 3M | -52.9% | +7.7% | -60.6% | -53.4% |
| All | -65.0% | -23.3% | -41.8% | -69.0% |
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