+550.5%
TTD vs CP
+261.0%
+289.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.0% | +13.4% | +14.1% |
| 7D | +19.0% | +2.8% | +16.2% | +16.9% |
| 30D | +23.6% | +11.3% | +12.3% | +15.0% |
| 3M | +8.2% | +2.9% | +5.3% | +5.9% |
| 6M | -35.3% | +9.8% | -45.1% | -40.0% |
| YTD | -60.7% | +28.5% | -89.2% | -68.1% |
| 1Y | -65.3% | +33.5% | -98.8% | -72.7% |
| 3Y | -80.6% | +31.9% | -112.5% | -85.0% |
| 5Y | -84.6% | +25.5% | -110.1% | -87.8% |
| 10Y | +550.5% | +257.6% | +293.0% | +183.6% |
| All | +550.5% | +261.0% | +289.6% | +183.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling