-72.2%
TTD vs CAG
-13.1%
-59.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.3% |
| 7D | +6.3% | -3.8% | +10.1% | +6.5% |
| 30D | -23.9% | +3.1% | -27.0% | -24.1% |
| 3M | -31.4% | +23.5% | -54.9% | -31.0% |
| 6M | -42.7% | -14.8% | -27.8% | -45.3% |
| YTD | -62.0% | -5.4% | -56.5% | -63.1% |
| 1Y | -72.2% | -11.8% | -60.4% | -73.0% |
| All | -72.2% | -13.1% | -59.1% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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