-73.5%
TTD vs CIEN
+184.0%
-257.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.2% |
| 7D | -4.6% | -4.6% | 0.0% | -5.2% |
| 30D | +3.7% | -12.8% | +16.5% | +1.6% |
| 3M | -30.2% | -23.1% | -7.1% | -32.5% |
| 6M | -51.4% | +6.1% | -57.5% | -49.3% |
| YTD | -63.4% | +44.5% | -108.0% | -61.3% |
| 1Y | -73.5% | +176.6% | -250.1% | -62.0% |
| All | -73.5% | +184.0% | -257.5% | -62.0% |
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