-75.6%
TTD vs CI
+6.9%
-82.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -3.2% |
| 7D | +20.8% | -1.7% | +22.5% | +20.7% |
| 30D | +27.1% | +4.9% | +22.3% | +27.4% |
| 3M | +14.7% | +7.4% | +7.3% | +15.1% |
| 6M | -26.8% | +0.4% | -27.2% | -26.7% |
| YTD | -59.2% | +9.5% | -68.7% | -58.9% |
| 1Y | -64.7% | +12.0% | -76.6% | -64.3% |
| All | -75.6% | +6.9% | -82.5% | -75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling