-75.3%
TTD vs CMI
+121.3%
-196.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +21.3% | +0.5% | +20.8% | +21.2% |
| 30D | +28.7% | -14.0% | +42.8% | +33.0% |
| 3M | +7.7% | -28.1% | +35.8% | +15.9% |
| 6M | -23.5% | -35.8% | +12.4% | -16.0% |
| YTD | -58.7% | -10.5% | -48.2% | -62.4% |
| 1Y | -63.4% | -1.9% | -61.6% | -68.6% |
| 3Y | -75.3% | +121.0% | -196.3% | -88.1% |
| All | -75.3% | +121.3% | -196.6% | -88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling