-72.0%
TTD vs CHRW
-10.6%
-61.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.6% | +2.8% |
| 7D | +3.7% | +4.9% | -1.2% | +3.1% |
| 30D | +10.4% | -4.8% | +15.2% | +10.8% |
| 3M | -31.6% | -13.1% | -18.5% | -30.8% |
| 6M | -45.1% | -16.3% | -28.8% | -45.1% |
| YTD | -65.1% | -15.8% | -49.3% | -67.0% |
| 1Y | -72.0% | -11.1% | -60.9% | -74.2% |
| All | -72.0% | -10.6% | -61.4% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling