+61.2%
CVS vs TTD
+505.0%
-443.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.4% |
| 7D | +10.4% | +20.8% | -10.4% | +9.6% |
| 30D | +3.3% | +27.1% | -23.8% | +2.3% |
| 3M | -4.5% | +14.7% | -19.2% | -5.1% |
| 6M | -4.4% | -26.8% | +22.5% | -3.6% |
| YTD | +16.6% | -59.2% | +75.9% | +20.1% |
| 1Y | +15.3% | -64.7% | +80.0% | +19.5% |
| 3Y | +48.6% | -75.8% | +124.4% | +52.0% |
| 5Y | +12.9% | -84.6% | +97.5% | +15.3% |
| All | +61.2% | +505.0% | -443.8% | +36.8% |
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