+63.6%
CVS vs TTD
-83.4%
+147.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.8% |
| 7D | -1.6% | +1.7% | -3.3% | -1.5% |
| 30D | +0.4% | +1.6% | -1.2% | +0.5% |
| 3M | -0.4% | -27.8% | +27.4% | -1.1% |
| 6M | +25.1% | -52.1% | +77.3% | +23.3% |
| YTD | +23.9% | -63.1% | +87.0% | +21.7% |
| 1Y | +41.1% | -73.1% | +114.1% | +37.7% |
| 3Y | +63.6% | -83.3% | +146.9% | +52.7% |
| All | +63.6% | -83.4% | +147.0% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling