-72.0%
TTD vs CDW
+13.2%
-85.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +12.7% | -9.8% | -2.7% |
| 7D | +3.7% | +3.7% | -0.1% | +1.8% |
| 30D | +10.4% | +26.0% | -15.6% | -0.1% |
| 3M | -31.6% | +10.1% | -41.7% | -34.8% |
| 6M | -45.1% | +26.1% | -71.2% | -51.4% |
| YTD | -65.1% | +25.9% | -91.0% | -69.1% |
| 1Y | -72.0% | +21.5% | -93.5% | -75.0% |
| All | -72.0% | +13.2% | -85.2% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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