+364.1%
TTD vs CGNX
+166.0%
+198.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -7.4% | +1.5% | -8.9% | -8.2% |
| 30D | +3.0% | -1.8% | +4.8% | +3.2% |
| 3M | -27.6% | +5.3% | -32.8% | -31.7% |
| 6M | -49.5% | +22.3% | -71.8% | -57.5% |
| YTD | -63.2% | +72.2% | -135.4% | -76.9% |
| 1Y | -69.7% | +39.8% | -109.6% | -78.8% |
| 3Y | -83.3% | +44.8% | -128.2% | -89.3% |
| 5Y | -80.8% | -27.0% | -53.8% | -80.2% |
| All | +364.1% | +166.0% | +198.1% | +124.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling