+760.1%
COST vs TTD
+513.2%
+246.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.2% |
| 7D | +5.0% | +21.3% | -16.3% | +3.4% |
| 30D | +12.8% | +28.7% | -15.9% | +10.4% |
| 3M | +15.2% | +7.7% | +7.5% | +14.2% |
| 6M | +7.4% | -23.5% | +30.9% | +8.8% |
| YTD | +29.0% | -58.7% | +87.7% | +36.6% |
| 1Y | +20.3% | -63.4% | +83.7% | +28.6% |
| 3Y | +99.0% | -75.3% | +174.3% | +112.1% |
| 5Y | +125.7% | -84.4% | +210.0% | +139.1% |
| All | +760.1% | +513.2% | +246.9% | +671.0% |
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 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