-73.1%
TTD vs CHRW
+20.6%
-93.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -2.9% |
| 7D | +1.7% | +1.9% | -0.2% | +1.7% |
| 30D | +1.6% | +0.9% | +0.7% | +1.5% |
| 3M | -27.8% | -19.9% | -8.0% | -27.7% |
| 6M | -52.1% | -15.8% | -36.3% | -52.4% |
| YTD | -63.1% | -5.6% | -57.5% | -63.0% |
| 1Y | -73.1% | +21.0% | -94.1% | -70.7% |
| All | -73.1% | +20.6% | -93.6% | -70.7% |
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