-72.0%
TTD vs CMI
+10.9%
-82.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.8% | +8.6% | +1.4% |
| 7D | +3.7% | -11.2% | +14.9% | +0.6% |
| 30D | +10.4% | -9.8% | +20.3% | +7.6% |
| 3M | -31.6% | -25.5% | -6.1% | -36.4% |
| 6M | -45.1% | -27.7% | -17.4% | -49.3% |
| YTD | -65.1% | -6.6% | -58.5% | -67.8% |
| 1Y | -72.0% | +11.7% | -83.7% | -74.4% |
| All | -72.0% | +10.9% | -82.9% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling