+8.6%
CVS vs TTD
-83.3%
+92.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +15.5% | -13.8% | +1.5% |
| 7D | -3.7% | +19.0% | -22.6% | -3.9% |
| 30D | -0.3% | +23.6% | -23.9% | -0.6% |
| 3M | -10.3% | +8.2% | -18.5% | -10.4% |
| 6M | -4.6% | -35.3% | +30.7% | -4.3% |
| YTD | +10.7% | -60.7% | +71.4% | +12.0% |
| 1Y | +11.2% | -65.3% | +76.5% | +12.7% |
| 3Y | +43.0% | -80.6% | +123.6% | +42.9% |
| 5Y | +8.6% | -84.6% | +93.3% | +5.5% |
| All | +8.6% | -83.3% | +92.0% | +5.5% |
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