+508.5%
TTD vs COR
+486.2%
+22.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | +0.6% |
| 7D | +21.3% | +7.8% | +13.4% | +19.2% |
| 30D | +28.7% | +7.0% | +21.7% | +26.8% |
| 3M | +7.7% | +16.3% | -8.6% | +4.1% |
| 6M | -23.5% | +41.3% | -64.8% | -29.5% |
| YTD | -58.7% | +7.1% | -65.8% | -59.8% |
| 1Y | -63.4% | -0.8% | -62.6% | -63.7% |
| 3Y | -75.3% | +85.0% | -160.3% | -80.4% |
| 5Y | -84.4% | +203.9% | -288.2% | -89.8% |
| All | +508.5% | +486.2% | +22.3% | +204.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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