+599.5%
COST vs TTD
+385.9%
+213.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.1% |
| 7D | -2.5% | -7.4% | +4.9% | -1.9% |
| 30D | -4.4% | +3.0% | -7.5% | -4.7% |
| 3M | -8.1% | -27.6% | +19.5% | -6.2% |
| 6M | -9.2% | -49.5% | +40.2% | -5.1% |
| YTD | +5.1% | -63.2% | +68.3% | +12.4% |
| 1Y | -5.1% | -69.7% | +64.6% | +3.0% |
| 3Y | +70.4% | -83.3% | +153.7% | +87.2% |
| 5Y | +104.7% | -80.8% | +185.5% | +113.7% |
| All | +599.5% | +385.9% | +213.6% | +516.3% |
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