+508.5%
TTD vs CHRW
+128.6%
+379.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +21.3% | +7.3% | +14.0% | +18.3% |
| 30D | +28.7% | -3.6% | +32.3% | +30.3% |
| 3M | +7.7% | -9.6% | +17.3% | +10.9% |
| 6M | -23.5% | -17.0% | -6.5% | -20.1% |
| YTD | -58.7% | -15.4% | -43.3% | -58.2% |
| 1Y | -63.4% | -10.0% | -53.4% | -64.0% |
| 3Y | -75.3% | +82.2% | -157.4% | -83.4% |
| 5Y | -84.4% | +59.4% | -143.7% | -88.7% |
| All | +508.5% | +128.6% | +379.8% | +283.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling