+329.6%
TTD vs CI
+148.4%
+181.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.6% | +1.7% |
| 7D | +5.2% | -1.6% | +6.8% | +5.7% |
| 30D | +6.9% | +5.4% | +1.5% | +5.3% |
| 3M | -26.8% | +7.3% | -34.1% | -28.4% |
| 6M | -46.1% | +5.3% | -51.4% | -47.3% |
| YTD | -65.9% | +8.5% | -74.4% | -67.1% |
| 1Y | -71.8% | +17.1% | -88.9% | -73.5% |
| 3Y | -83.3% | +1.4% | -84.7% | -84.5% |
| 5Y | -81.1% | +50.5% | -131.6% | -85.4% |
| 10Y | +441.7% | +168.5% | +273.2% | +246.0% |
| All | +329.6% | +148.4% | +181.2% | +179.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling