-74.8%
TTD vs CMS
+37.7%
-112.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.9% | +3.6% |
| 7D | +20.8% | -1.1% | +21.9% | +20.5% |
| 30D | +33.8% | +6.6% | +27.3% | +35.9% |
| 3M | +17.8% | +0.8% | +17.0% | +18.0% |
| 6M | -25.7% | -3.3% | -22.4% | -26.2% |
| YTD | -57.9% | +2.7% | -60.6% | -57.7% |
| 1Y | -63.8% | -4.0% | -59.8% | -64.0% |
| All | -74.8% | +37.7% | -112.6% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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