+351.9%
CMG vs TTD
+385.9%
-34.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.4% | +0.2% |
| 7D | -3.8% | -7.4% | +3.6% | -2.5% |
| 30D | +12.9% | +3.0% | +9.9% | +12.1% |
| 3M | +18.8% | -27.6% | +46.3% | +24.3% |
| 6M | +4.1% | -49.5% | +53.6% | +15.3% |
| YTD | -2.4% | -63.2% | +60.8% | +13.8% |
| 1Y | -6.7% | -69.7% | +63.1% | +12.4% |
| 3Y | -7.1% | -83.3% | +76.2% | +15.0% |
| 5Y | -5.0% | -80.8% | +75.8% | +6.0% |
| All | +351.9% | +385.9% | -34.0% | +251.2% |
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