+329.6%
TTD vs CMS
+118.4%
+211.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.1% | +1.3% |
| 7D | +5.2% | -1.3% | +6.5% | +5.4% |
| 30D | +6.9% | +6.3% | +0.6% | +5.9% |
| 3M | -26.8% | -2.1% | -24.8% | -26.6% |
| 6M | -46.1% | -5.1% | -41.1% | -45.8% |
| YTD | -65.9% | +1.3% | -67.2% | -66.3% |
| 1Y | -71.8% | -1.4% | -70.4% | -72.0% |
| 3Y | -83.3% | +36.9% | -120.2% | -84.8% |
| 5Y | -81.1% | +32.5% | -113.7% | -82.9% |
| 10Y | +441.7% | +126.8% | +314.9% | +347.3% |
| All | +329.6% | +118.4% | +211.2% | +281.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling