-72.2%
TTD vs CG
-24.3%
-47.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.7% | -3.9% |
| 7D | +6.3% | -4.3% | +10.7% | +7.8% |
| 30D | -23.9% | -5.1% | -18.8% | -22.6% |
| 3M | -31.4% | +8.7% | -40.1% | -32.2% |
| 6M | -42.7% | -9.2% | -33.4% | -41.5% |
| YTD | -62.0% | -18.9% | -43.1% | -59.9% |
| 1Y | -72.2% | -25.6% | -46.6% | -72.3% |
| All | -72.2% | -24.3% | -47.9% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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