+226.4%
CVX vs TTD
+455.8%
-229.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.7% | +0.7% |
| 7D | -1.7% | +20.8% | -22.5% | -3.2% |
| 30D | -0.8% | +33.8% | -34.6% | -3.2% |
| 3M | +9.4% | +17.8% | -8.4% | +7.7% |
| 6M | +17.5% | -25.7% | +43.3% | +19.3% |
| YTD | +43.8% | -57.9% | +101.7% | +51.9% |
| 1Y | +41.9% | -63.8% | +105.7% | +51.7% |
| 3Y | +69.1% | -75.0% | +144.2% | +79.1% |
| 5Y | +128.3% | -82.5% | +210.8% | +138.5% |
| 10Y | +204.9% | +527.9% | -323.0% | +120.4% |
| All | +226.4% | +455.8% | -229.4% | +139.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling