+396.0%
TTD vs CIEN
+1,160.3%
-764.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +10.7% | +4.8% | +12.1% |
| 7D | +19.0% | -5.3% | +24.2% | +20.4% |
| 30D | +23.6% | -40.1% | +63.7% | +42.8% |
| 3M | +8.2% | -34.7% | +42.9% | +18.4% |
| 6M | -35.3% | -50.9% | +15.6% | -25.3% |
| YTD | -60.7% | +15.2% | -75.8% | -71.5% |
| 1Y | -65.3% | +35.2% | -100.4% | -77.3% |
| 3Y | -80.6% | +522.6% | -603.1% | -95.1% |
| 5Y | -84.6% | +344.2% | -428.8% | -95.3% |
| 10Y | +550.5% | +1,188.7% | -638.1% | +24.5% |
| All | +396.0% | +1,160.3% | -764.3% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling