+365.8%
TTD vs CI
+133.3%
+232.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.3% |
| 7D | +1.7% | -2.0% | +3.8% | +2.4% |
| 30D | +1.6% | -1.8% | +3.4% | +2.1% |
| 3M | -27.8% | -4.2% | -23.6% | -27.2% |
| 6M | -52.1% | +2.7% | -54.8% | -52.9% |
| YTD | -63.1% | +1.9% | -65.0% | -63.7% |
| 1Y | -73.1% | -6.3% | -66.8% | -73.1% |
| 3Y | -83.3% | +3.9% | -87.1% | -84.8% |
| 5Y | -80.6% | +41.9% | -122.5% | -84.8% |
| All | +365.8% | +133.3% | +232.4% | +208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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