+379.4%
TTD vs CI
+137.7%
+241.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.0% |
| 7D | +6.3% | +1.3% | +5.0% | +5.9% |
| 30D | -23.9% | +4.4% | -28.3% | -25.1% |
| 3M | -31.4% | +0.7% | -32.0% | -31.8% |
| 6M | -42.7% | +0.3% | -43.0% | -43.2% |
| YTD | -62.0% | +3.8% | -65.8% | -62.8% |
| 1Y | -72.2% | -5.5% | -66.7% | -72.3% |
| 3Y | -81.9% | +8.1% | -90.1% | -83.8% |
| 5Y | -81.5% | +42.8% | -124.3% | -85.5% |
| All | +379.4% | +137.7% | +241.7% | +215.3% |
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 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