+558.1%
TTD vs CHRW
+126.6%
+431.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +19.9% | -3.4% | +23.3% | +21.6% |
| 30D | +27.6% | -9.4% | +37.0% | +32.2% |
| 3M | +15.2% | -12.6% | +27.8% | +20.2% |
| 6M | -33.2% | -24.2% | -9.0% | -27.8% |
| YTD | -59.4% | -18.9% | -40.5% | -58.3% |
| 1Y | -64.4% | -13.7% | -50.7% | -64.4% |
| 3Y | -75.9% | +72.6% | -148.5% | -83.5% |
| 5Y | -82.6% | +55.6% | -138.2% | -87.3% |
| 10Y | +558.1% | +122.7% | +435.4% | +307.8% |
| All | +558.1% | +126.6% | +431.5% | +307.8% |
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