-83.9%
TTD vs CAKE
+256.2%
-340.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.4% |
| 7D | -7.4% | -5.6% | -1.8% | -5.6% |
| 30D | +3.0% | -10.5% | +13.5% | +6.4% |
| 3M | -27.6% | +43.6% | -71.2% | -37.8% |
| 6M | -49.5% | +63.0% | -112.5% | -59.0% |
| YTD | -63.2% | +102.9% | -166.1% | -73.1% |
| 1Y | -69.7% | +75.6% | -145.4% | -76.5% |
| All | -83.9% | +256.2% | -340.0% | -91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling