-85.4%
TTD vs CB
+101.1%
-186.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.5% |
| 7D | +5.2% | +0.2% | +5.0% | +5.1% |
| 30D | +6.9% | +9.1% | -2.1% | +4.2% |
| 3M | -26.8% | +3.4% | -30.2% | -27.5% |
| 6M | -46.1% | +14.1% | -60.2% | -48.1% |
| YTD | -65.9% | +18.0% | -84.0% | -67.6% |
| 1Y | -71.8% | +30.1% | -102.0% | -74.1% |
| 3Y | -83.3% | +71.8% | -155.1% | -87.1% |
| All | -85.4% | +101.1% | -186.6% | -90.1% |
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