-64.4%
TTD vs CI
+18.7%
-83.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.5% | +0.7% | +3.0% |
| 7D | +19.9% | +2.6% | +17.3% | +19.5% |
| 30D | +27.6% | +7.3% | +20.3% | +27.1% |
| 3M | +15.2% | +9.5% | +5.7% | +14.8% |
| 6M | -33.2% | +6.4% | -39.6% | -33.1% |
| YTD | -59.4% | +12.0% | -71.4% | -59.4% |
| 1Y | -64.4% | +20.1% | -84.4% | -65.3% |
| All | -64.4% | +18.7% | -83.1% | -65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling