+550.5%
TTD vs CB
+246.2%
+304.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -0.4% | +15.9% | +15.6% |
| 7D | +19.0% | -1.5% | +20.5% | +19.7% |
| 30D | +23.6% | +6.5% | +17.1% | +20.3% |
| 3M | +8.2% | +4.1% | +4.1% | +6.4% |
| 6M | -35.3% | +14.4% | -49.7% | -38.9% |
| YTD | -60.7% | +17.5% | -78.2% | -63.5% |
| 1Y | -65.3% | +27.5% | -92.8% | -68.9% |
| 3Y | -80.6% | +71.6% | -152.2% | -85.4% |
| 5Y | -84.6% | +100.6% | -185.2% | -89.4% |
| 10Y | +550.5% | +243.0% | +307.6% | +184.4% |
| All | +550.5% | +246.2% | +304.4% | +184.4% |
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