-73.1%
TTD vs CAPR
+35.6%
-108.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -2.9% |
| 7D | +1.7% | -9.5% | +11.2% | +1.7% |
| 30D | +1.6% | +121.5% | -119.9% | +2.5% |
| 3M | -27.8% | -65.4% | +37.5% | -28.1% |
| 6M | -52.1% | -67.5% | +15.4% | -52.3% |
| YTD | -63.1% | -68.6% | +5.5% | -63.2% |
| 1Y | -73.1% | +42.7% | -115.7% | -72.2% |
| All | -73.1% | +35.6% | -108.7% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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