+550.5%
TTD vs CI
+158.0%
+392.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +0.7% | +14.8% | +15.3% |
| 7D | +19.0% | +0.1% | +18.8% | +18.9% |
| 30D | +23.6% | +4.7% | +18.9% | +22.0% |
| 3M | +8.2% | +5.2% | +3.0% | +6.6% |
| 6M | -35.3% | +3.8% | -39.1% | -36.4% |
| YTD | -60.7% | +9.2% | -69.9% | -62.1% |
| 1Y | -65.3% | +14.3% | -79.5% | -67.1% |
| 3Y | -80.6% | +8.4% | -89.0% | -82.4% |
| 5Y | -84.6% | +50.0% | -134.7% | -88.1% |
| 10Y | +550.5% | +142.2% | +408.3% | +332.8% |
| All | +550.5% | +158.0% | +392.5% | +332.8% |
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