+500.3%
TTD vs CF
+478.3%
+22.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.6% |
| 7D | +20.8% | +5.4% | +15.4% | +18.9% |
| 30D | +27.1% | +6.5% | +20.6% | +24.2% |
| 3M | +14.7% | +4.6% | +10.0% | +12.2% |
| 6M | -26.8% | -3.3% | -23.5% | -27.0% |
| YTD | -59.2% | +63.9% | -123.1% | -67.0% |
| 1Y | -64.7% | +50.4% | -115.1% | -70.6% |
| 3Y | -75.8% | +68.2% | -144.1% | -81.2% |
| 5Y | -84.6% | +113.8% | -198.4% | -89.8% |
| All | +500.3% | +478.3% | +22.0% | +162.3% |
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