-80.8%
TTD vs CHRW
+83.1%
-163.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.7% |
| 7D | +6.3% | -1.4% | +7.7% | +6.8% |
| 30D | -23.9% | -3.5% | -20.4% | -23.1% |
| 3M | -31.4% | -19.4% | -12.0% | -27.1% |
| 6M | -42.7% | -21.4% | -21.3% | -39.1% |
| YTD | -62.0% | -7.1% | -54.9% | -62.8% |
| 1Y | -72.2% | +17.8% | -90.0% | -76.0% |
| 3Y | -81.9% | +78.8% | -160.7% | -87.8% |
| All | -80.8% | +83.1% | -163.9% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling