-80.6%
TTD vs CIEN
+514.2%
-594.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.3% | -9.2% | -4.3% |
| 7D | +1.7% | -5.3% | +7.0% | +2.7% |
| 30D | +1.6% | -17.2% | +18.8% | +5.3% |
| 3M | -27.8% | -26.9% | -1.0% | -24.1% |
| 6M | -52.1% | +16.0% | -68.1% | -60.0% |
| YTD | -63.1% | +45.9% | -109.0% | -73.4% |
| 1Y | -73.1% | +186.8% | -259.9% | -86.7% |
| 3Y | -83.3% | +607.8% | -691.1% | -95.9% |
| 5Y | -80.6% | +506.7% | -587.3% | -93.9% |
| All | -80.6% | +514.2% | -594.8% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling