+55.1%
CDE vs TTD
+398.8%
-343.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.5% | +0.8% |
| 7D | -3.1% | -0.6% | -2.5% | -3.0% |
| 30D | +9.5% | +6.3% | +3.2% | +8.4% |
| 3M | +25.5% | -24.1% | +49.6% | +29.4% |
| 6M | -7.9% | -47.4% | +39.5% | -0.4% |
| YTD | +15.6% | -62.2% | +77.8% | +31.0% |
| 1Y | +34.0% | -68.3% | +102.3% | +55.9% |
| 3Y | +791.9% | -83.4% | +875.3% | +985.9% |
| 5Y | +197.7% | -80.3% | +278.0% | +231.6% |
| All | +55.1% | +398.8% | -343.6% | +34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling