-10.7%
CMG vs TTD
-73.2%
+62.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | -1.1% |
| 7D | -2.8% | +6.3% | -9.2% | -3.6% |
| 30D | +7.1% | -23.9% | +31.0% | +10.5% |
| 3M | +31.2% | -31.4% | +62.5% | +36.8% |
| 6M | +0.7% | -42.7% | +43.4% | +7.4% |
| YTD | -0.1% | -62.0% | +61.9% | +16.1% |
| 1Y | -10.7% | -72.2% | +61.5% | +10.5% |
| All | -10.7% | -73.2% | +62.5% | +10.5% |
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