+362.3%
CMG vs TTD
+401.9%
-39.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | -0.9% |
| 7D | -2.8% | +6.3% | -9.2% | -3.9% |
| 30D | +7.1% | -23.9% | +31.0% | +11.6% |
| 3M | +31.2% | -31.4% | +62.5% | +38.5% |
| 6M | +0.7% | -42.7% | +43.4% | +8.8% |
| YTD | -0.1% | -62.0% | +61.9% | +15.8% |
| 1Y | -10.7% | -72.2% | +61.5% | +9.0% |
| 3Y | -4.7% | -81.9% | +77.3% | +16.3% |
| 5Y | -3.8% | -81.5% | +77.8% | +8.0% |
| All | +362.3% | +401.9% | -39.6% | +257.2% |
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 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