+325.6%
TTD vs CF
+554.1%
-228.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.2% | -9.3% | -5.1% |
| 7D | -1.9% | +0.4% | -2.3% | -2.4% |
| 30D | +7.5% | +2.2% | +5.3% | +6.2% |
| 3M | -32.4% | +2.1% | -34.6% | -33.4% |
| 6M | -47.9% | -6.5% | -41.4% | -47.8% |
| YTD | -66.3% | +55.6% | -121.8% | -72.3% |
| 1Y | -73.1% | +42.3% | -115.4% | -77.3% |
| 3Y | -83.8% | +55.7% | -139.5% | -87.1% |
| 5Y | -81.3% | +122.4% | -203.7% | -88.0% |
| 10Y | +436.7% | +568.5% | -131.9% | +96.0% |
| All | +325.6% | +554.1% | -228.5% | +58.6% |
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