-63.9%
TTD vs CAI
-2.4%
-61.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -3.2% |
| 7D | +20.8% | -8.0% | +28.7% | +20.7% |
| 30D | +27.1% | -18.9% | +46.0% | +27.4% |
| 3M | +14.7% | +7.6% | +7.0% | +16.8% |
| 6M | -26.8% | +43.0% | -69.8% | -25.2% |
| YTD | -59.2% | -11.2% | -48.1% | -57.5% |
| All | -63.9% | -2.4% | -61.5% | -63.2% |
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