+558.1%
TTD vs CG
+308.6%
+249.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.7% | +4.3% |
| 7D | +19.9% | +2.0% | +18.0% | +18.6% |
| 30D | +27.6% | +8.5% | +19.1% | +21.0% |
| 3M | +15.2% | -12.1% | +27.3% | +25.5% |
| 6M | -33.2% | -16.4% | -16.7% | -25.1% |
| YTD | -59.4% | -28.0% | -31.4% | -50.7% |
| 1Y | -64.4% | -18.9% | -45.5% | -60.3% |
| 3Y | -75.9% | +51.2% | -127.2% | -84.6% |
| 5Y | -82.6% | -15.9% | -66.7% | -83.1% |
| 10Y | +558.1% | +305.9% | +252.2% | +181.6% |
| All | +558.1% | +308.6% | +249.5% | +181.6% |
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