-81.9%
TTD vs CAVA
+43.2%
-125.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.6% |
| 7D | +1.7% | -1.5% | +3.3% | +2.2% |
| 30D | +1.6% | -3.7% | +5.2% | +2.1% |
| 3M | -27.8% | -18.3% | -9.5% | -24.9% |
| 6M | -52.1% | -23.5% | -28.6% | -49.5% |
| YTD | -63.1% | +2.5% | -65.5% | -64.9% |
| 1Y | -73.1% | -8.0% | -65.1% | -73.8% |
| 3Y | -83.3% | +53.5% | -136.8% | -85.1% |
| All | -81.9% | +43.2% | -125.0% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling