-80.6%
TTD vs CIEN
+516.0%
-596.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +10.7% | +4.8% | +14.8% |
| 7D | +19.0% | -5.3% | +24.2% | +19.0% |
| 30D | +23.6% | -40.1% | +63.7% | +26.1% |
| 3M | +8.2% | -34.7% | +42.9% | +9.8% |
| 6M | -35.3% | -50.9% | +15.6% | -33.3% |
| YTD | -60.7% | +15.2% | -75.8% | -67.0% |
| 1Y | -65.3% | +35.2% | -100.4% | -72.5% |
| 3Y | -80.6% | +522.6% | -603.1% | -91.3% |
| All | -80.6% | +516.0% | -596.6% | -91.3% |
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