+329.6%
TTD vs COR
+443.3%
-113.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.3% |
| 7D | +5.2% | +0.8% | +4.4% | +5.0% |
| 30D | +6.9% | +5.1% | +1.8% | +5.8% |
| 3M | -26.8% | +2.8% | -29.7% | -27.2% |
| 6M | -46.1% | +32.5% | -78.7% | -49.5% |
| YTD | -65.9% | -0.7% | -65.3% | -66.2% |
| 1Y | -71.8% | -6.7% | -65.1% | -71.7% |
| 3Y | -83.3% | +73.7% | -157.0% | -86.4% |
| 5Y | -81.1% | +177.9% | -259.0% | -87.1% |
| 10Y | +441.7% | +533.8% | -92.1% | +183.9% |
| All | +329.6% | +443.3% | -113.7% | +155.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling