+379.4%
TTD vs CF
+635.7%
-256.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.1% | -3.4% |
| 7D | +6.3% | +6.0% | +0.3% | +4.4% |
| 30D | -23.9% | +14.8% | -38.7% | -27.3% |
| 3M | -31.4% | +14.1% | -45.4% | -34.6% |
| 6M | -42.7% | +28.5% | -71.2% | -48.9% |
| YTD | -62.0% | +74.9% | -136.9% | -69.7% |
| 1Y | -72.2% | +61.7% | -133.9% | -77.4% |
| 3Y | -81.9% | +80.3% | -162.3% | -86.2% |
| 5Y | -81.5% | +226.0% | -307.5% | -89.7% |
| All | +379.4% | +635.7% | -256.2% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling