-79.8%
TTD vs CAI
-11.0%
-68.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -1.2% |
| 7D | -4.6% | -3.1% | -1.5% | -4.8% |
| 30D | +3.7% | +2.7% | +1.0% | +3.9% |
| 3M | -30.2% | +41.7% | -71.9% | -29.1% |
| 6M | -51.4% | +26.5% | -77.9% | -50.6% |
| YTD | -63.4% | -10.9% | -52.5% | -63.2% |
| 1Y | -73.5% | -29.2% | -44.3% | -73.8% |
| All | -79.8% | -11.0% | -68.8% | -79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling