-83.3%
TTD vs CI
0.0%
-83.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.6% | +0.9% |
| 7D | +5.2% | -1.6% | +6.8% | +5.2% |
| 30D | +6.9% | +5.4% | +1.5% | +7.3% |
| 3M | -26.8% | +7.3% | -34.1% | -26.5% |
| 6M | -46.1% | +5.3% | -51.4% | -45.9% |
| YTD | -65.9% | +8.5% | -74.4% | -65.6% |
| 1Y | -71.8% | +17.1% | -88.9% | -71.4% |
| 3Y | -83.3% | +1.4% | -84.7% | -84.1% |
| All | -83.3% | 0.0% | -83.3% | -84.1% |
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