+31.5%
CVS vs TTD
-81.3%
+112.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.7% |
| 7D | -1.6% | +1.7% | -3.3% | -1.6% |
| 30D | +0.4% | +1.6% | -1.2% | +0.4% |
| 3M | -0.4% | -27.8% | +27.4% | -0.2% |
| 6M | +25.1% | -52.1% | +77.3% | +26.0% |
| YTD | +23.9% | -63.1% | +87.0% | +25.3% |
| 1Y | +41.1% | -73.1% | +114.1% | +43.4% |
| 3Y | +63.6% | -83.3% | +146.9% | +64.3% |
| 5Y | +31.5% | -80.6% | +112.1% | +28.8% |
| All | +31.5% | -81.3% | +112.8% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling