+329.6%
TTD vs CAPR
-75.9%
+405.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.7% | +0.8% |
| 7D | +5.2% | +41.1% | -35.9% | +4.5% |
| 30D | +6.9% | +11.1% | -4.2% | +6.7% |
| 3M | -26.8% | +115.3% | -142.1% | -28.2% |
| 6M | -46.1% | -73.8% | +27.7% | -45.6% |
| YTD | -65.9% | -68.8% | +2.9% | -65.8% |
| 1Y | -71.8% | +43.3% | -115.1% | -74.0% |
| 3Y | -83.3% | +214.7% | -298.0% | -85.9% |
| 5Y | -81.1% | +141.3% | -222.4% | -84.2% |
| 10Y | +441.7% | -67.0% | +508.7% | +250.3% |
| All | +329.6% | -75.9% | +405.5% | +187.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling