-85.1%
TTD vs CI
+49.5%
-134.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.3% |
| 7D | +21.3% | +1.2% | +20.1% | +21.1% |
| 30D | +28.7% | +2.6% | +26.2% | +28.4% |
| 3M | +7.7% | +7.4% | +0.3% | +6.9% |
| 6M | -23.5% | -0.1% | -23.4% | -23.5% |
| YTD | -58.7% | +9.7% | -68.4% | -59.3% |
| 1Y | -63.4% | +12.1% | -75.5% | -64.1% |
| 3Y | -75.3% | +7.0% | -82.3% | -76.6% |
| All | -85.1% | +49.5% | -134.7% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling