-84.6%
TTD vs CF
+112.3%
-196.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -0.1% | +15.6% | +15.5% |
| 7D | +19.0% | -0.9% | +19.8% | +19.0% |
| 30D | +23.6% | +6.9% | +16.7% | +21.8% |
| 3M | +8.2% | +4.8% | +3.3% | +6.7% |
| 6M | -35.3% | +4.7% | -40.0% | -36.5% |
| YTD | -60.7% | +56.5% | -117.2% | -65.5% |
| 1Y | -65.3% | +48.4% | -113.7% | -69.2% |
| 3Y | -80.6% | +59.1% | -139.7% | -83.3% |
| 5Y | -84.6% | +109.5% | -194.2% | -89.2% |
| All | -84.6% | +112.3% | -196.9% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling