+361.1%
TTD vs CAKE
+155.4%
+205.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | +0.1% |
| 7D | -4.6% | -4.6% | 0.0% | -3.2% |
| 30D | +3.7% | -6.6% | +10.2% | +5.4% |
| 3M | -30.2% | +52.9% | -83.1% | -39.9% |
| 6M | -51.4% | +65.7% | -117.2% | -59.4% |
| YTD | -63.4% | +107.8% | -171.2% | -71.8% |
| 1Y | -73.5% | +78.5% | -152.0% | -78.6% |
| 3Y | -83.5% | +266.4% | -349.8% | -89.6% |
| 5Y | -80.9% | +159.6% | -240.6% | -87.1% |
| All | +361.1% | +155.4% | +205.7% | +177.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling