-68.3%
TTD vs CARR
-5.9%
-62.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.8% |
| 7D | -0.6% | -3.8% | +3.1% | -0.9% |
| 30D | +6.3% | -8.9% | +15.2% | +5.4% |
| 3M | -24.1% | -17.3% | -6.8% | -25.6% |
| 6M | -47.4% | -1.4% | -46.0% | -47.9% |
| YTD | -62.2% | +10.0% | -72.2% | -63.8% |
| 1Y | -68.3% | -6.4% | -62.0% | -69.3% |
| All | -68.3% | -5.9% | -62.4% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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