-82.9%
TTD vs CG
+60.2%
-143.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.7% | -3.6% |
| 7D | +6.3% | -4.3% | +10.7% | +8.7% |
| 30D | -23.9% | -5.1% | -18.8% | -21.6% |
| 3M | -31.4% | +8.7% | -40.1% | -34.1% |
| 6M | -42.7% | -9.2% | -33.4% | -40.3% |
| YTD | -62.0% | -18.9% | -43.1% | -58.3% |
| 1Y | -72.2% | -25.6% | -46.6% | -68.5% |
| All | -82.9% | +60.2% | -143.1% | -88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling