-83.5%
TTD vs CF
+56.6%
-140.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.2% | -9.3% | -3.9% |
| 7D | -1.9% | +0.4% | -2.3% | -2.1% |
| 30D | +7.5% | +2.2% | +5.3% | +7.0% |
| 3M | -32.4% | +2.1% | -34.6% | -32.8% |
| 6M | -47.9% | -6.5% | -41.4% | -47.6% |
| YTD | -66.3% | +55.6% | -121.8% | -70.6% |
| 1Y | -73.1% | +42.3% | -115.4% | -76.0% |
| All | -83.5% | +56.6% | -140.1% | -86.5% |
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 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