-72.0%
TTD vs CNP
+8.7%
-80.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.5% | +6.4% | +1.3% |
| 7D | +3.7% | -1.3% | +5.0% | +3.1% |
| 30D | +10.4% | +8.7% | +1.7% | +15.1% |
| 3M | -31.6% | -0.7% | -30.9% | -32.3% |
| 6M | -45.1% | -4.2% | -40.9% | -46.3% |
| YTD | -65.1% | +8.9% | -74.0% | -61.8% |
| 1Y | -72.0% | +8.3% | -80.3% | -69.6% |
| All | -72.0% | +8.7% | -80.7% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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