-83.3%
TTD vs CAG
-36.6%
-46.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.9% |
| 7D | +1.7% | -5.3% | +7.0% | +1.6% |
| 30D | +1.6% | +1.0% | +0.6% | +1.6% |
| 3M | -27.8% | +17.4% | -45.2% | -27.1% |
| 6M | -52.1% | -16.8% | -35.3% | -53.4% |
| YTD | -63.1% | -6.8% | -56.3% | -63.5% |
| 1Y | -73.1% | -15.4% | -57.7% | -73.6% |
| 3Y | -83.3% | -37.1% | -46.2% | -83.8% |
| All | -83.3% | -36.6% | -46.6% | -83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling