-85.4%
TTD vs CFG
+61.2%
-146.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +1.5% |
| 7D | +5.2% | -0.9% | +6.1% | +5.8% |
| 30D | +6.9% | +1.1% | +5.9% | +6.4% |
| 3M | -26.8% | -12.0% | -14.8% | -21.3% |
| 6M | -46.1% | -2.2% | -43.9% | -45.6% |
| YTD | -65.9% | +11.4% | -77.3% | -68.5% |
| 1Y | -71.8% | +27.8% | -99.7% | -76.1% |
| 3Y | -83.3% | +173.3% | -256.6% | -91.7% |
| All | -85.4% | +61.2% | -146.7% | -89.4% |
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