-16.3%
TTD vs CARR
+436.5%
-452.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.4% |
| 7D | +1.7% | +3.2% | -1.5% | +0.4% |
| 30D | +1.6% | -7.7% | +9.2% | +5.0% |
| 3M | -27.8% | -11.9% | -15.9% | -24.9% |
| 6M | -52.1% | +2.0% | -54.1% | -54.2% |
| YTD | -63.1% | +13.2% | -76.2% | -66.7% |
| 1Y | -73.1% | -8.5% | -64.5% | -73.2% |
| 3Y | -83.3% | +5.0% | -88.2% | -84.8% |
| 5Y | -80.6% | +12.0% | -92.6% | -83.8% |
| All | -16.3% | +436.5% | -452.7% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling