+43.9%
CVS vs TTD
+382.8%
-338.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -1.9% | -4.6% | +2.7% | -1.7% |
| 30D | -0.3% | +3.7% | -4.0% | -0.5% |
| 3M | -1.1% | -30.2% | +29.1% | 0.0% |
| 6M | +23.7% | -51.4% | +75.1% | +26.7% |
| YTD | +23.0% | -63.4% | +86.4% | +27.4% |
| 1Y | +37.2% | -73.5% | +110.7% | +43.8% |
| 3Y | +62.4% | -83.5% | +145.9% | +69.4% |
| 5Y | +31.8% | -80.9% | +112.8% | +32.0% |
| All | +43.9% | +382.8% | -338.9% | +18.4% |
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