-73.1%
TTD vs CNP
+9.0%
-82.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -4.0% | -2.4% |
| 7D | +1.7% | +1.6% | +0.1% | +2.4% |
| 30D | +1.6% | -0.8% | +2.4% | +1.2% |
| 3M | -27.8% | -3.6% | -24.3% | -28.7% |
| 6M | -52.1% | -6.9% | -45.2% | -53.0% |
| YTD | -63.1% | +6.4% | -69.5% | -62.2% |
| 1Y | -73.1% | +9.9% | -83.0% | -73.0% |
| All | -73.1% | +9.0% | -82.1% | -73.0% |
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