+361.1%
TTD vs CG
+335.7%
+25.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | +1.7% |
| 7D | -4.6% | -6.4% | +1.8% | -0.2% |
| 30D | +3.7% | -7.1% | +10.7% | +8.8% |
| 3M | -30.2% | -1.6% | -28.6% | -29.8% |
| 6M | -51.4% | -8.3% | -43.1% | -49.2% |
| YTD | -63.4% | -23.8% | -39.6% | -57.2% |
| 1Y | -73.5% | -28.7% | -44.8% | -68.2% |
| 3Y | -83.5% | +49.2% | -132.6% | -89.3% |
| 5Y | -80.9% | +5.5% | -86.5% | -84.1% |
| All | +361.1% | +335.7% | +25.5% | +67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling