-73.2%
TTD vs CG
-26.4%
-46.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.7% | -2.2% |
| 7D | +1.7% | -1.3% | +3.0% | +2.2% |
| 30D | +1.6% | -3.2% | +4.8% | +2.7% |
| 3M | -27.8% | +6.2% | -34.1% | -28.2% |
| 6M | -52.1% | -4.7% | -47.5% | -51.4% |
| YTD | -63.1% | -20.6% | -42.4% | -60.7% |
| All | -73.2% | -26.4% | -46.9% | -72.8% |
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