-71.8%
TTD vs CF
+46.5%
-118.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +1.0% |
| 7D | +5.2% | -3.2% | +8.4% | +5.3% |
| 30D | +6.9% | +4.3% | +2.6% | +7.0% |
| 3M | -26.8% | +2.8% | -29.6% | -26.6% |
| 6M | -46.1% | +0.6% | -46.8% | -45.9% |
| YTD | -65.9% | +56.6% | -122.6% | -68.1% |
| 1Y | -71.8% | +49.6% | -121.4% | -73.1% |
| All | -71.8% | +46.5% | -118.4% | -73.1% |
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