+365.8%
TTD vs CMI
+505.3%
-139.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -3.0% | -2.9% |
| 7D | +1.7% | +1.9% | -0.1% | +0.8% |
| 30D | +1.6% | -12.5% | +14.1% | +7.7% |
| 3M | -27.8% | -16.2% | -11.6% | -23.3% |
| 6M | -52.1% | +4.9% | -57.0% | -56.0% |
| YTD | -63.1% | +11.1% | -74.2% | -67.7% |
| 1Y | -73.1% | +43.4% | -116.4% | -80.0% |
| 3Y | -83.3% | +154.1% | -237.4% | -91.3% |
| 5Y | -80.6% | +169.5% | -250.1% | -90.2% |
| All | +365.8% | +505.3% | -139.5% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling