-83.3%
TTD vs CIEN
+609.5%
-692.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.3% | -9.2% | -3.3% |
| 7D | +1.7% | -5.3% | +7.0% | +2.0% |
| 30D | +1.6% | -17.2% | +18.8% | +2.8% |
| 3M | -27.8% | -26.9% | -1.0% | -26.4% |
| 6M | -52.1% | +16.0% | -68.1% | -56.6% |
| YTD | -63.1% | +45.9% | -109.0% | -69.5% |
| 1Y | -73.1% | +186.8% | -259.9% | -82.8% |
| 3Y | -83.3% | +607.8% | -691.1% | -93.5% |
| All | -83.3% | +609.5% | -692.8% | -93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling