-80.8%
TTD vs CAPR
+84.7%
-165.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -4.4% |
| 7D | +6.3% | -2.0% | +8.3% | +6.3% |
| 30D | -23.9% | +139.2% | -163.1% | -24.4% |
| 3M | -31.4% | -66.4% | +35.0% | -31.2% |
| 6M | -42.7% | -63.1% | +20.5% | -42.6% |
| YTD | -62.0% | -67.4% | +5.4% | -61.9% |
| 1Y | -72.2% | +58.2% | -130.5% | -73.5% |
| 3Y | -81.9% | +42.2% | -124.2% | -85.1% |
| All | -80.8% | +84.7% | -165.5% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling