-65.5%
TTD vs CB
+28.5%
-94.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -0.4% | +15.9% | +15.5% |
| 7D | +19.0% | -1.5% | +20.5% | +19.2% |
| 30D | +23.6% | +6.5% | +17.1% | +22.5% |
| 3M | +8.2% | +4.1% | +4.1% | +7.3% |
| 6M | -35.3% | +14.4% | -49.7% | -33.6% |
| YTD | -60.7% | +17.5% | -78.2% | -59.5% |
| All | -65.5% | +28.5% | -94.0% | -63.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling