+430.9%
TTD vs CAG
-33.3%
+464.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | +3.9% |
| 7D | +20.8% | -1.8% | +22.5% | +21.0% |
| 30D | +33.8% | +9.7% | +24.2% | +32.5% |
| 3M | +17.8% | +0.5% | +17.4% | +17.6% |
| 6M | -25.7% | +8.9% | -34.7% | -26.5% |
| YTD | -57.9% | -8.4% | -49.5% | -57.8% |
| 1Y | -63.8% | -8.3% | -55.5% | -63.8% |
| 3Y | -75.0% | -36.1% | -38.9% | -74.4% |
| 5Y | -82.5% | -40.1% | -42.4% | -82.0% |
| 10Y | +527.9% | -36.9% | +564.8% | +544.5% |
| All | +430.9% | -33.3% | +464.2% | +518.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling