-72.0%
TTD vs CAG
-6.8%
-65.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.0% | -3.1% | +2.3% |
| 7D | +3.7% | +9.7% | -6.0% | +2.7% |
| 30D | +10.4% | +15.8% | -5.3% | +9.1% |
| 3M | -31.6% | +1.8% | -33.4% | -32.0% |
| 6M | -45.1% | +11.5% | -56.6% | -45.7% |
| YTD | -65.1% | -6.7% | -58.4% | -66.4% |
| 1Y | -72.0% | -5.6% | -66.4% | -73.2% |
| All | -72.0% | -6.8% | -65.2% | -73.2% |
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