+379.4%
TTD vs CFG
+322.9%
+56.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | +6.3% | +1.5% | +4.8% | +5.7% |
| 30D | -23.9% | -3.8% | -20.1% | -22.6% |
| 3M | -31.4% | +11.5% | -42.9% | -34.7% |
| 6M | -42.7% | +19.2% | -61.9% | -47.4% |
| YTD | -62.0% | +23.7% | -85.7% | -65.8% |
| 1Y | -72.2% | +38.8% | -111.1% | -76.4% |
| 3Y | -81.9% | +178.9% | -260.8% | -89.0% |
| 5Y | -81.5% | +101.8% | -183.3% | -87.2% |
| All | +379.4% | +322.9% | +56.5% | +78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling