-80.6%
TTD vs CG
+9.5%
-90.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.7% | -1.4% |
| 7D | +1.7% | -1.3% | +3.0% | +2.8% |
| 30D | +1.6% | -3.2% | +4.8% | +3.9% |
| 3M | -27.8% | +6.2% | -34.1% | -31.0% |
| 6M | -52.1% | -4.7% | -47.5% | -51.2% |
| YTD | -63.1% | -20.6% | -42.4% | -57.8% |
| 1Y | -73.1% | -26.4% | -46.7% | -68.1% |
| 3Y | -83.3% | +55.4% | -138.7% | -90.4% |
| 5Y | -80.6% | +9.8% | -90.4% | -85.0% |
| All | -80.6% | +9.5% | -90.1% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling