-80.8%
TTD vs CMI
+163.4%
-244.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.0% |
| 7D | -7.4% | +0.8% | -8.3% | -7.9% |
| 30D | +3.0% | -12.8% | +15.8% | +9.6% |
| 3M | -27.6% | -12.4% | -15.1% | -25.0% |
| 6M | -49.5% | -0.9% | -48.6% | -53.2% |
| YTD | -63.2% | +8.9% | -72.1% | -68.8% |
| 1Y | -69.7% | +37.7% | -107.4% | -79.0% |
| 3Y | -83.3% | +148.9% | -232.2% | -93.3% |
| 5Y | -80.8% | +164.4% | -245.2% | -93.3% |
| All | -80.8% | +163.4% | -244.2% | -93.3% |
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