-72.2%
TTD vs CMI
+45.0%
-117.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.8% | -7.2% | -3.6% |
| 7D | +6.3% | -0.7% | +7.1% | +6.2% |
| 30D | -23.9% | -13.4% | -10.4% | -26.5% |
| 3M | -31.4% | -17.0% | -14.4% | -34.1% |
| 6M | -42.7% | -1.6% | -41.0% | -44.1% |
| YTD | -62.0% | +11.0% | -73.0% | -62.4% |
| 1Y | -72.2% | +41.9% | -114.1% | -68.8% |
| All | -72.2% | +45.0% | -117.2% | -68.8% |
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