+379.4%
TTD vs CG
+363.9%
+15.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.7% | -3.3% |
| 7D | +6.3% | -4.3% | +10.7% | +9.5% |
| 30D | -23.9% | -5.1% | -18.8% | -20.8% |
| 3M | -31.4% | +8.7% | -40.1% | -35.4% |
| 6M | -42.7% | -9.2% | -33.4% | -39.8% |
| YTD | -62.0% | -18.9% | -43.1% | -57.4% |
| 1Y | -72.2% | -25.6% | -46.6% | -67.5% |
| 3Y | -81.9% | +57.3% | -139.2% | -88.7% |
| 5Y | -81.5% | +10.2% | -91.7% | -85.1% |
| All | +379.4% | +363.9% | +15.5% | +66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling