+527.9%
TTD vs CB
+248.4%
+279.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | +20.8% | -1.0% | +21.8% | +21.3% |
| 30D | +33.8% | +7.3% | +26.5% | +29.9% |
| 3M | +17.8% | +7.0% | +10.8% | +14.6% |
| 6M | -25.7% | +16.3% | -42.1% | -30.3% |
| YTD | -57.9% | +19.7% | -77.6% | -61.2% |
| 1Y | -63.8% | +27.8% | -91.6% | -67.6% |
| 3Y | -75.0% | +72.0% | -147.0% | -81.1% |
| 5Y | -82.5% | +104.9% | -187.4% | -88.0% |
| 10Y | +527.9% | +246.7% | +281.2% | +178.2% |
| All | +527.9% | +248.4% | +279.5% | +178.2% |
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