-72.2%
TTD vs CIEN
+179.1%
-251.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.2% |
| 7D | +6.3% | -15.2% | +21.5% | +3.2% |
| 30D | -23.9% | -21.5% | -2.4% | -26.9% |
| 3M | -31.4% | -40.1% | +8.7% | -37.0% |
| 6M | -42.7% | -6.6% | -36.1% | -41.3% |
| YTD | -62.0% | +37.3% | -99.2% | -60.2% |
| 1Y | -72.2% | +174.5% | -246.8% | -59.2% |
| All | -72.2% | +179.1% | -251.3% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 1y: compounded portfolio wealth divided by compounded CIEN 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…
1y analysis · Full analysis span regression · 6 months rolling