+379.4%
TTD vs CIEN
+1,402.1%
-1,022.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.8% |
| 7D | +6.3% | -15.2% | +21.5% | +11.9% |
| 30D | -23.9% | -21.5% | -2.4% | -18.7% |
| 3M | -31.4% | -40.1% | +8.7% | -21.1% |
| 6M | -42.7% | -6.6% | -36.1% | -49.6% |
| YTD | -62.0% | +37.3% | -99.2% | -72.9% |
| 1Y | -72.2% | +174.5% | -246.8% | -86.6% |
| 3Y | -81.9% | +562.3% | -644.2% | -95.2% |
| 5Y | -81.5% | +463.9% | -545.5% | -94.7% |
| All | +379.4% | +1,402.1% | -1,022.7% | -3.8% |
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