-72.2%
TTD vs CF
+62.4%
-134.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.1% | -4.3% |
| 7D | +6.3% | +6.0% | +0.3% | +6.4% |
| 30D | -23.9% | +14.8% | -38.7% | -23.9% |
| 3M | -31.4% | +14.1% | -45.4% | -31.4% |
| 6M | -42.7% | +28.5% | -71.2% | -45.5% |
| YTD | -62.0% | +74.9% | -136.9% | -64.7% |
| 1Y | -72.2% | +61.7% | -133.9% | -73.4% |
| All | -72.2% | +62.4% | -134.6% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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