-80.8%
TTD vs CMS
+23.4%
-104.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | +6.3% | +0.4% | +6.0% | +6.4% |
| 30D | -23.9% | -3.6% | -20.3% | -24.0% |
| 3M | -31.4% | -1.9% | -29.5% | -31.4% |
| 6M | -42.7% | -11.0% | -31.7% | -42.8% |
| YTD | -62.0% | +0.2% | -62.2% | -62.1% |
| 1Y | -72.2% | -1.3% | -70.9% | -72.3% |
| 3Y | -81.9% | +35.9% | -117.9% | -82.7% |
| All | -80.8% | +23.4% | -104.3% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling