-72.2%
TTD vs CFG
+40.4%
-112.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | +6.3% | +1.5% | +4.8% | +6.0% |
| 30D | -23.9% | -3.8% | -20.1% | -23.3% |
| 3M | -31.4% | +11.5% | -42.9% | -32.6% |
| 6M | -42.7% | +19.2% | -61.9% | -44.3% |
| YTD | -62.0% | +23.7% | -85.7% | -63.5% |
| 1Y | -72.2% | +38.8% | -111.1% | -74.3% |
| All | -72.2% | +40.4% | -112.6% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling