+329.6%
TTD vs CDW
+285.0%
+44.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.6% |
| 7D | +5.2% | +2.1% | +3.1% | +2.7% |
| 30D | +6.9% | +14.7% | -7.8% | -4.2% |
| 3M | -26.8% | +11.1% | -37.9% | -33.2% |
| 6M | -46.1% | +45.6% | -91.7% | -60.8% |
| YTD | -65.9% | +17.1% | -83.0% | -71.9% |
| 1Y | -71.8% | +13.2% | -85.0% | -76.1% |
| 3Y | -83.3% | -22.2% | -61.1% | -81.9% |
| 5Y | -81.1% | -10.1% | -71.0% | -81.5% |
| 10Y | +441.7% | +307.0% | +134.7% | +125.8% |
| All | +329.6% | +285.0% | +44.5% | +84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling