+558.1%
TTD vs COR
+505.6%
+52.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +3.1% |
| 7D | +19.9% | +2.4% | +17.5% | +19.3% |
| 30D | +27.6% | +7.7% | +20.0% | +25.6% |
| 3M | +15.2% | +7.5% | +7.7% | +13.3% |
| 6M | -33.2% | +34.1% | -67.3% | -37.6% |
| YTD | -59.4% | +3.9% | -63.2% | -60.1% |
| 1Y | -64.4% | -3.6% | -60.7% | -64.4% |
| 3Y | -75.9% | +80.5% | -156.4% | -80.7% |
| 5Y | -82.6% | +194.9% | -277.5% | -88.5% |
| 10Y | +558.1% | +486.6% | +71.5% | +237.8% |
| All | +558.1% | +505.6% | +52.5% | +237.8% |
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