+430.9%
TTD vs COR
+469.9%
-39.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.6% |
| 7D | +20.8% | -1.2% | +21.9% | +21.2% |
| 30D | +33.8% | +7.6% | +26.2% | +31.8% |
| 3M | +17.8% | +5.0% | +12.8% | +16.6% |
| 6M | -25.7% | +35.3% | -61.0% | -30.6% |
| YTD | -57.9% | +4.2% | -62.1% | -58.7% |
| 1Y | -63.8% | -3.4% | -60.4% | -63.9% |
| 3Y | -75.0% | +81.1% | -156.2% | -79.8% |
| 5Y | -82.5% | +195.8% | -278.4% | -88.2% |
| 10Y | +527.9% | +493.6% | +34.3% | +228.0% |
| All | +430.9% | +469.9% | -39.0% | +212.8% |
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 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