-85.1%
TTD vs CMI
+114.0%
-199.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.7% |
| 7D | +21.3% | +0.5% | +20.8% | +21.2% |
| 30D | +28.7% | -14.0% | +42.8% | +37.8% |
| 3M | +7.7% | -28.1% | +35.8% | +25.0% |
| 6M | -23.5% | -35.8% | +12.4% | -8.3% |
| YTD | -58.7% | -10.5% | -48.2% | -62.0% |
| 1Y | -63.4% | -1.9% | -61.6% | -68.8% |
| 3Y | -75.3% | +121.0% | -196.3% | -90.3% |
| All | -85.1% | +114.0% | -199.1% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling