-80.8%
TTD vs CARR
+6.4%
-87.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +2.0% |
| 7D | -7.4% | -4.1% | -3.3% | -5.1% |
| 30D | +3.0% | -11.0% | +14.0% | +10.3% |
| 3M | -27.6% | -16.4% | -11.2% | -20.9% |
| 6M | -49.5% | -2.4% | -47.1% | -52.1% |
| YTD | -63.2% | +8.4% | -71.6% | -68.3% |
| 1Y | -69.7% | -8.0% | -61.7% | -70.7% |
| 3Y | -83.3% | +0.6% | -83.9% | -86.3% |
| 5Y | -80.8% | +7.7% | -88.5% | -86.9% |
| All | -80.8% | +6.4% | -87.2% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling