-80.8%
TTD vs CDW
-19.1%
-61.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.6% |
| 7D | +6.3% | +3.2% | +3.2% | +3.9% |
| 30D | -23.9% | +9.3% | -33.2% | -28.5% |
| 3M | -31.4% | +9.8% | -41.2% | -36.5% |
| 6M | -42.7% | +23.3% | -66.0% | -53.3% |
| YTD | -62.0% | +13.7% | -75.6% | -67.2% |
| 1Y | -72.2% | -6.5% | -65.7% | -72.0% |
| 3Y | -81.9% | -25.2% | -56.7% | -79.6% |
| All | -80.8% | -19.1% | -61.7% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling