-80.6%
TTD vs COR
+180.8%
-261.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.9% |
| 7D | +1.7% | -1.9% | +3.6% | +1.7% |
| 30D | +1.6% | +1.5% | +0.1% | +1.7% |
| 3M | -27.8% | +18.7% | -46.5% | -27.0% |
| 6M | -52.1% | -9.0% | -43.1% | -52.6% |
| YTD | -63.1% | -3.3% | -59.8% | -63.2% |
| 1Y | -73.1% | +9.8% | -82.9% | -72.8% |
| 3Y | -83.3% | +87.4% | -170.6% | -84.7% |
| 5Y | -80.6% | +180.5% | -261.1% | -83.7% |
| All | -80.6% | +180.8% | -261.4% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling