-85.1%
TTD vs CB
+107.6%
-192.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.0% |
| 7D | +21.3% | +2.9% | +18.3% | +20.2% |
| 30D | +28.7% | +7.3% | +21.4% | +26.0% |
| 3M | +7.7% | +9.4% | -1.7% | +4.9% |
| 6M | -23.5% | +19.6% | -43.1% | -27.2% |
| YTD | -58.7% | +21.5% | -80.2% | -61.1% |
| 1Y | -63.4% | +28.0% | -91.4% | -66.1% |
| 3Y | -75.3% | +74.9% | -150.2% | -80.8% |
| All | -85.1% | +107.6% | -192.7% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling