-72.2%
TTD vs CNC
+129.2%
-201.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -2.9% | -4.3% |
| 7D | +6.3% | +3.5% | +2.8% | +6.1% |
| 30D | -23.9% | +0.1% | -24.0% | -23.9% |
| 3M | -31.4% | +6.9% | -38.3% | -31.7% |
| 6M | -42.7% | +49.0% | -91.7% | -43.0% |
| YTD | -62.0% | +62.9% | -124.9% | -62.3% |
| 1Y | -72.2% | +134.0% | -206.2% | -72.4% |
| All | -72.2% | +129.2% | -201.4% | -72.4% |
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