-83.4%
TTD vs CGNX
+49.8%
-133.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +1.5% |
| 7D | -0.6% | +3.2% | -3.8% | -1.5% |
| 30D | +6.3% | +6.0% | +0.3% | +4.2% |
| 3M | -24.1% | +3.5% | -27.7% | -25.7% |
| 6M | -47.4% | +26.3% | -73.7% | -52.5% |
| YTD | -62.2% | +79.2% | -141.5% | -71.9% |
| 1Y | -68.3% | +43.8% | -112.1% | -74.1% |
| 3Y | -83.4% | +52.0% | -135.4% | -88.0% |
| All | -83.4% | +49.8% | -133.2% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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