+376.4%
TTD vs CAKE
+153.2%
+223.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.2% |
| 7D | -0.6% | -4.5% | +3.9% | +0.8% |
| 30D | +6.3% | -12.4% | +18.7% | +10.4% |
| 3M | -24.1% | +37.3% | -61.5% | -32.3% |
| 6M | -47.4% | +70.7% | -118.2% | -56.5% |
| YTD | -62.2% | +106.0% | -168.2% | -70.8% |
| 1Y | -68.3% | +79.7% | -148.0% | -74.5% |
| 3Y | -83.4% | +267.8% | -351.2% | -89.6% |
| 5Y | -80.3% | +159.9% | -240.2% | -86.6% |
| All | +376.4% | +153.2% | +223.2% | +187.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 10y: compounded portfolio wealth divided by compounded CAKE 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…
10y analysis · Full analysis span regression · 6 months rolling