-82.9%
TTD vs CHRW
+81.1%
-163.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.6% |
| 7D | +6.3% | -1.4% | +7.7% | +6.6% |
| 30D | -23.9% | -3.5% | -20.4% | -23.4% |
| 3M | -31.4% | -19.4% | -12.0% | -29.0% |
| 6M | -42.7% | -21.4% | -21.3% | -40.7% |
| YTD | -62.0% | -7.1% | -54.9% | -62.6% |
| 1Y | -72.2% | +17.8% | -90.0% | -74.6% |
| All | -82.9% | +81.1% | -163.9% | -86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling