-72.0%
TTD vs CNC
+122.0%
-194.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +12.6% | -9.8% | +1.0% |
| 7D | +3.7% | +13.4% | -9.7% | +1.7% |
| 30D | +10.4% | +18.2% | -7.8% | +7.8% |
| 3M | -31.6% | +18.6% | -50.2% | -33.1% |
| 6M | -45.1% | +41.9% | -87.0% | -46.8% |
| YTD | -65.1% | +84.7% | -149.9% | -66.4% |
| 1Y | -72.0% | +110.5% | -182.5% | -73.1% |
| All | -72.0% | +122.0% | -194.0% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling