-83.3%
TTD vs CF
+57.7%
-141.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | +5.2% | -3.2% | +8.4% | +5.6% |
| 30D | +6.9% | +4.3% | +2.6% | +6.2% |
| 3M | -26.8% | +2.8% | -29.6% | -27.3% |
| 6M | -46.1% | +0.6% | -46.8% | -46.5% |
| YTD | -65.9% | +56.6% | -122.6% | -70.4% |
| 1Y | -71.8% | +49.6% | -121.4% | -75.2% |
| 3Y | -83.3% | +61.5% | -144.8% | -86.4% |
| All | -83.3% | +57.7% | -141.0% | -86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling