-83.4%
TTD vs CAVA
+41.9%
-125.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.8% | +1.6% |
| 7D | -0.6% | -8.0% | +7.4% | +1.7% |
| 30D | +6.3% | -19.6% | +25.9% | +13.0% |
| 3M | -24.1% | -36.7% | +12.6% | -14.1% |
| 6M | -47.4% | -30.6% | -16.9% | -42.7% |
| YTD | -62.2% | -4.8% | -57.4% | -63.7% |
| 1Y | -68.3% | -13.1% | -55.2% | -68.9% |
| 3Y | -83.4% | +48.8% | -132.2% | -85.7% |
| All | -83.4% | +41.9% | -125.4% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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