+412.3%
TTD vs CNP
+139.4%
+272.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +2.9% |
| 7D | +19.9% | -3.0% | +22.9% | +21.3% |
| 30D | +27.6% | +6.8% | +20.8% | +24.2% |
| 3M | +15.2% | +3.6% | +11.5% | +13.3% |
| 6M | -33.2% | 0.0% | -33.2% | -33.6% |
| YTD | -59.4% | +9.4% | -68.8% | -61.4% |
| 1Y | -64.4% | +6.8% | -71.2% | -65.9% |
| 3Y | -75.9% | +64.2% | -140.1% | -81.7% |
| 5Y | -82.6% | +76.0% | -158.6% | -87.4% |
| 10Y | +558.1% | +143.3% | +414.8% | +237.6% |
| All | +412.3% | +139.4% | +272.9% | +188.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling