+464.6%
TTD vs CF
+561.7%
-97.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | +5.2% | -3.2% | +8.4% | +6.0% |
| 30D | +6.9% | +4.3% | +2.6% | +5.1% |
| 3M | -26.8% | +2.8% | -29.6% | -28.0% |
| 6M | -46.1% | +0.6% | -46.8% | -47.2% |
| YTD | -65.9% | +56.6% | -122.6% | -72.0% |
| 1Y | -71.8% | +49.6% | -121.4% | -76.5% |
| 3Y | -83.3% | +61.5% | -144.8% | -86.8% |
| 5Y | -81.1% | +124.0% | -205.1% | -87.8% |
| All | +464.6% | +561.7% | -97.1% | +125.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling