+376.4%
TTD vs CNC
+98.3%
+278.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.1% | +2.3% |
| 7D | -0.6% | -0.9% | +0.3% | -0.4% |
| 30D | +6.3% | -1.0% | +7.3% | +6.6% |
| 3M | -24.1% | +4.5% | -28.7% | -25.2% |
| 6M | -47.4% | +85.2% | -132.7% | -55.1% |
| YTD | -62.2% | +61.4% | -123.6% | -66.9% |
| 1Y | -68.3% | +94.9% | -163.2% | -73.9% |
| 3Y | -83.4% | 0.0% | -83.4% | -84.7% |
| 5Y | -80.3% | +11.2% | -91.5% | -82.9% |
| All | +376.4% | +98.3% | +278.1% | +304.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling