-63.4%
TTD vs CF
+50.1%
-113.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.4% |
| 7D | +21.3% | +4.8% | +16.5% | +21.4% |
| 30D | +28.7% | +4.7% | +24.0% | +29.0% |
| 3M | +7.7% | +7.4% | +0.3% | +8.2% |
| 6M | -23.5% | +0.6% | -24.1% | -23.1% |
| YTD | -58.7% | +64.1% | -122.8% | -61.1% |
| 1Y | -63.4% | +51.4% | -114.8% | -65.5% |
| All | -63.4% | +50.1% | -113.5% | -65.5% |
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