-75.6%
TTD vs CFG
+189.7%
-265.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.8% |
| 7D | +20.8% | +1.6% | +19.2% | +20.0% |
| 30D | +27.1% | +3.3% | +23.8% | +25.5% |
| 3M | +14.7% | -11.5% | +26.2% | +21.7% |
| 6M | -26.8% | +6.2% | -33.0% | -28.9% |
| YTD | -59.2% | +14.3% | -73.5% | -62.2% |
| 1Y | -64.7% | +26.7% | -91.4% | -69.0% |
| All | -75.6% | +189.7% | -265.3% | -86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling