-85.4%
TTD vs CG
-22.2%
-63.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.4% |
| 7D | +5.2% | -1.2% | +6.4% | +5.9% |
| 30D | +6.9% | +5.0% | +1.9% | +3.2% |
| 3M | -26.8% | -18.2% | -8.6% | -16.0% |
| 6M | -46.1% | -20.7% | -25.4% | -37.5% |
| YTD | -65.9% | -31.4% | -34.5% | -57.0% |
| 1Y | -71.8% | -22.3% | -49.6% | -67.8% |
| 3Y | -83.3% | +50.2% | -133.5% | -90.6% |
| All | -85.4% | -22.2% | -63.3% | -83.6% |
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 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