+104.4%
COST vs TTD
-80.8%
+185.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -2.8% | -4.6% | +1.8% | -2.4% |
| 30D | -5.3% | +3.7% | -8.9% | -5.6% |
| 3M | -6.7% | -30.2% | +23.6% | -4.2% |
| 6M | -9.9% | -51.4% | +41.5% | -4.9% |
| YTD | +5.1% | -63.4% | +68.6% | +13.8% |
| 1Y | -7.3% | -73.5% | +66.2% | +3.4% |
| 3Y | +70.4% | -83.5% | +153.8% | +89.4% |
| 5Y | +104.4% | -80.9% | +185.4% | +113.7% |
| All | +104.4% | -80.8% | +185.2% | +113.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling