-75.3%
TTD vs CAG
-36.3%
-39.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +1.4% |
| 7D | +21.3% | -3.3% | +24.6% | +21.2% |
| 30D | +28.7% | +7.7% | +21.1% | +29.0% |
| 3M | +7.7% | -3.2% | +10.9% | +7.3% |
| 6M | -23.5% | +7.0% | -30.4% | -23.3% |
| YTD | -58.7% | -9.0% | -49.7% | -59.4% |
| 1Y | -63.4% | -9.6% | -53.8% | -64.1% |
| 3Y | -75.3% | -36.0% | -39.3% | -76.1% |
| All | -75.3% | -36.3% | -39.0% | -76.1% |
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