+508.5%
TTD vs CB
+250.2%
+258.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.9% |
| 7D | +21.3% | +2.9% | +18.3% | +19.8% |
| 30D | +28.7% | +7.3% | +21.4% | +25.0% |
| 3M | +7.7% | +9.4% | -1.7% | +3.7% |
| 6M | -23.5% | +19.6% | -43.1% | -29.0% |
| YTD | -58.7% | +21.5% | -80.2% | -62.1% |
| 1Y | -63.4% | +28.0% | -91.4% | -67.3% |
| 3Y | -75.3% | +74.9% | -150.2% | -81.5% |
| 5Y | -84.4% | +108.1% | -192.5% | -89.4% |
| All | +508.5% | +250.2% | +258.2% | +167.9% |
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