-7.6%
CMG vs TTD
-83.6%
+76.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | -6.5% | -4.6% | -1.9% | -6.0% |
| 30D | +12.1% | +3.7% | +8.4% | +11.5% |
| 3M | +20.6% | -30.2% | +50.8% | +25.1% |
| 6M | +2.1% | -51.4% | +53.5% | +10.4% |
| YTD | -2.6% | -63.4% | +60.8% | +8.8% |
| 1Y | -8.7% | -73.5% | +64.8% | +6.0% |
| All | -7.6% | -83.6% | +76.1% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling