+414.0%
TTD vs CIEN
+1,275.7%
-861.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | +20.8% | +27.4% | -6.6% | +12.0% |
| 30D | +27.1% | -26.6% | +53.7% | +37.7% |
| 3M | +14.7% | -32.0% | +46.6% | +24.4% |
| 6M | -26.8% | -49.1% | +22.2% | -16.0% |
| YTD | -59.2% | +25.7% | -85.0% | -71.3% |
| 1Y | -64.7% | +40.3% | -105.0% | -76.9% |
| 3Y | -75.8% | +566.2% | -642.0% | -94.0% |
| 5Y | -84.6% | +378.7% | -463.3% | -95.4% |
| 10Y | +507.9% | +1,252.3% | -744.4% | +15.5% |
| All | +414.0% | +1,275.7% | -861.8% | +2.1% |
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