-75.3%
TTD vs CASY
+161.8%
-237.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +21.3% | +3.6% | +17.7% | +20.8% |
| 30D | +28.7% | +9.1% | +19.7% | +27.4% |
| 3M | +7.7% | -16.5% | +24.2% | +9.9% |
| 6M | -23.5% | -19.7% | -3.8% | -21.0% |
| YTD | -58.7% | +29.3% | -88.0% | -63.5% |
| 1Y | -63.4% | +33.1% | -96.6% | -68.1% |
| 3Y | -75.3% | +158.5% | -233.8% | -83.2% |
| All | -75.3% | +161.8% | -237.1% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 3y: compounded portfolio wealth divided by compounded CASY 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…
3y analysis · Full analysis span regression · 6 months rolling