+37.5%
CVX vs TTD
-73.2%
+110.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | -1.3% |
| 7D | +3.3% | +6.3% | -3.0% | +3.3% |
| 30D | +12.9% | -23.9% | +36.8% | +13.0% |
| 3M | +11.7% | -31.4% | +43.1% | +12.2% |
| 6M | +14.1% | -42.7% | +56.8% | +14.7% |
| YTD | +40.7% | -62.0% | +102.7% | +41.7% |
| 1Y | +37.5% | -72.2% | +109.7% | +36.7% |
| All | +37.5% | -73.2% | +110.7% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling