+62.7%
CVS vs TTD
+538.9%
-476.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.1% | +0.4% |
| 7D | +12.0% | +20.8% | -8.8% | +11.1% |
| 30D | +2.8% | +33.8% | -31.1% | +1.5% |
| 3M | -3.6% | +17.8% | -21.4% | -4.3% |
| 6M | -1.6% | -25.7% | +24.1% | -0.9% |
| YTD | +16.3% | -57.9% | +74.2% | +19.6% |
| 1Y | +15.5% | -63.8% | +79.4% | +19.6% |
| 3Y | +48.1% | -75.0% | +123.1% | +51.4% |
| 5Y | +12.3% | -82.5% | +94.9% | +13.9% |
| 10Y | +62.7% | +527.9% | -465.2% | +37.7% |
| All | +62.7% | +538.9% | -476.3% | +37.7% |
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 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