-72.0%
TTD vs CAI
+12.6%
-84.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.9% |
| 7D | +3.7% | -6.3% | +10.0% | +3.6% |
| 30D | +10.4% | +9.3% | +1.1% | +10.8% |
| 3M | -31.6% | +106.3% | -137.9% | -30.6% |
| 6M | -45.1% | +77.7% | -122.8% | -43.8% |
| YTD | -65.1% | +23.1% | -88.3% | -63.8% |
| 1Y | -72.0% | +6.5% | -78.5% | -70.8% |
| All | -72.0% | +12.6% | -84.6% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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