+376.4%
TTD vs CMI
+500.1%
-123.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.1% |
| 7D | -0.6% | -0.7% | +0.1% | -0.3% |
| 30D | +6.3% | -12.4% | +18.7% | +12.6% |
| 3M | -24.1% | -14.8% | -9.4% | -20.0% |
| 6M | -47.4% | +0.8% | -48.2% | -50.6% |
| YTD | -62.2% | +10.2% | -72.4% | -66.8% |
| 1Y | -68.3% | +37.4% | -105.7% | -75.8% |
| 3Y | -83.4% | +153.3% | -236.7% | -91.3% |
| 5Y | -80.3% | +167.6% | -247.9% | -90.0% |
| All | +376.4% | +500.1% | -123.7% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling