+219.2%
CVX vs TTD
+401.9%
-182.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | -1.0% |
| 7D | +3.3% | +6.3% | -3.0% | +2.8% |
| 30D | +12.9% | -23.9% | +36.8% | +14.9% |
| 3M | +11.7% | -31.4% | +43.1% | +14.4% |
| 6M | +14.1% | -42.7% | +56.8% | +18.0% |
| YTD | +40.7% | -62.0% | +102.7% | +50.1% |
| 1Y | +37.5% | -72.2% | +109.7% | +50.1% |
| 3Y | +43.9% | -81.9% | +125.9% | +56.4% |
| 5Y | +161.5% | -81.5% | +243.0% | +169.1% |
| All | +219.2% | +401.9% | -182.7% | +136.4% |
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