+558.1%
TTD vs CB
+246.9%
+311.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.7% | +2.6% |
| 7D | +19.9% | +0.7% | +19.2% | +19.6% |
| 30D | +27.6% | +8.2% | +19.5% | +23.5% |
| 3M | +15.2% | +6.3% | +8.9% | +12.3% |
| 6M | -33.2% | +16.2% | -49.4% | -37.3% |
| YTD | -59.4% | +19.3% | -78.7% | -62.5% |
| 1Y | -64.4% | +29.2% | -93.6% | -68.3% |
| 3Y | -75.9% | +71.4% | -147.4% | -81.8% |
| 5Y | -82.6% | +104.2% | -186.9% | -88.1% |
| 10Y | +558.1% | +246.7% | +311.5% | +189.1% |
| All | +558.1% | +246.9% | +311.2% | +189.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling