+609.9%
COST vs TTD
+401.9%
+208.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.3% | -0.7% |
| 7D | -3.1% | +6.3% | -9.5% | -3.6% |
| 30D | -2.8% | -23.9% | +21.1% | -1.0% |
| 3M | -5.7% | -31.4% | +25.7% | -3.3% |
| 6M | -8.8% | -42.7% | +33.9% | -5.7% |
| YTD | +6.7% | -62.0% | +68.6% | +13.8% |
| 1Y | -3.6% | -72.2% | +68.6% | +5.3% |
| 3Y | +75.1% | -81.9% | +157.0% | +91.1% |
| 5Y | +108.9% | -81.5% | +190.5% | +118.6% |
| All | +609.9% | +401.9% | +208.0% | +523.9% |
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