+10.9%
CMG vs TTD
-72.7%
+83.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.9% | +3.0% | +5.4% |
| 7D | +22.5% | +3.7% | +18.8% | +21.9% |
| 30D | +14.1% | +10.4% | +3.7% | +12.6% |
| 3M | +4.1% | -31.6% | +35.7% | +8.3% |
| 6M | +10.1% | -45.1% | +55.2% | +17.9% |
| YTD | -4.9% | -65.1% | +60.3% | +13.2% |
| 1Y | +10.9% | -72.0% | +82.9% | +45.1% |
| All | +10.9% | -72.7% | +83.6% | +45.1% |
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