+361.1%
TTD vs CAG
-32.8%
+393.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -4.6% | -6.6% | +2.0% | -4.0% |
| 30D | +3.7% | +2.3% | +1.4% | +3.4% |
| 3M | -30.2% | +16.3% | -46.5% | -31.2% |
| 6M | -51.4% | -16.0% | -35.4% | -50.8% |
| YTD | -63.4% | -7.7% | -55.7% | -63.3% |
| 1Y | -73.5% | -16.0% | -57.5% | -73.2% |
| 3Y | -83.5% | -37.7% | -45.8% | -82.9% |
| 5Y | -80.9% | -41.2% | -39.7% | -80.3% |
| All | +361.1% | -32.8% | +393.9% | +438.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling