-65.5%
TTD vs CF
+47.0%
-112.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -0.1% | +15.6% | +15.5% |
| 7D | +19.0% | -0.9% | +19.8% | +19.1% |
| 30D | +23.6% | +6.9% | +16.7% | +23.6% |
| 3M | +8.2% | +4.8% | +3.3% | +8.5% |
| 6M | -35.3% | +4.7% | -40.0% | -35.1% |
| YTD | -60.7% | +56.5% | -117.2% | -63.3% |
| All | -65.5% | +47.0% | -112.5% | -66.7% |
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