-46.1%
TTD vs CG
-23.0%
-23.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.3% |
| 7D | +5.2% | -1.2% | +6.4% | +5.8% |
| 30D | +6.9% | +5.0% | +1.9% | +3.8% |
| 3M | -26.8% | -18.2% | -8.6% | -19.4% |
| 6M | -46.1% | -20.7% | -25.4% | -38.5% |
| All | -46.1% | -23.0% | -23.1% | -38.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling