-72.0%
TTD vs CP
+35.2%
-107.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | +3.2% |
| 7D | +3.7% | +5.6% | -1.9% | +4.2% |
| 30D | +10.4% | +10.0% | +0.4% | +11.6% |
| 3M | -31.6% | +4.4% | -36.0% | -31.3% |
| 6M | -45.1% | +14.1% | -59.2% | -43.9% |
| YTD | -65.1% | +29.1% | -94.2% | -64.8% |
| 1Y | -72.0% | +34.6% | -106.5% | -71.8% |
| All | -72.0% | +35.2% | -107.2% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling