+508.5%
TTD vs CF
+479.1%
+29.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.3% |
| 7D | +21.3% | +4.8% | +16.5% | +19.6% |
| 30D | +28.7% | +4.7% | +24.0% | +26.4% |
| 3M | +7.7% | +7.4% | +0.3% | +4.6% |
| 6M | -23.5% | +0.6% | -24.1% | -24.6% |
| YTD | -58.7% | +64.1% | -122.8% | -66.5% |
| 1Y | -63.4% | +51.4% | -114.8% | -69.6% |
| 3Y | -75.3% | +67.8% | -143.1% | -80.7% |
| 5Y | -84.4% | +114.1% | -198.5% | -89.7% |
| All | +508.5% | +479.1% | +29.4% | +165.8% |
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