-85.1%
TTD vs CFG
+61.7%
-146.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.7% | +1.0% |
| 7D | +21.3% | +3.2% | +18.1% | +19.3% |
| 30D | +28.7% | +5.1% | +23.6% | +25.5% |
| 3M | +7.7% | -11.2% | +18.9% | +15.5% |
| 6M | -23.5% | +9.6% | -33.0% | -27.6% |
| YTD | -58.7% | +15.0% | -73.7% | -62.4% |
| 1Y | -63.4% | +29.9% | -93.3% | -69.1% |
| 3Y | -75.3% | +192.1% | -267.4% | -88.2% |
| All | -85.1% | +61.7% | -146.8% | -89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling