+341.3%
CMG vs TTD
+445.4%
-104.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | +0.1% |
| 7D | +2.5% | +21.3% | -18.8% | -1.1% |
| 30D | +15.6% | +28.7% | -13.1% | +10.3% |
| 3M | +8.2% | +7.7% | +0.5% | +6.3% |
| 6M | +9.9% | -23.5% | +33.3% | +13.3% |
| YTD | -4.6% | -58.7% | +54.0% | +8.6% |
| 1Y | +12.4% | -63.4% | +75.9% | +30.7% |
| 3Y | -18.0% | -75.3% | +57.3% | -5.2% |
| 5Y | -5.3% | -84.4% | +79.1% | +10.0% |
| 10Y | +344.2% | +516.1% | -171.9% | +239.5% |
| All | +341.3% | +445.4% | -104.1% | +235.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling