+500.3%
TTD vs CP
+259.0%
+241.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.8% |
| 7D | +20.8% | +0.9% | +19.9% | +20.2% |
| 30D | +27.1% | +10.3% | +16.8% | +18.9% |
| 3M | +14.7% | +2.3% | +12.4% | +12.6% |
| 6M | -26.8% | +10.7% | -37.5% | -32.5% |
| YTD | -59.2% | +29.3% | -88.6% | -67.1% |
| 1Y | -64.7% | +31.5% | -96.1% | -71.9% |
| 3Y | -75.8% | +36.7% | -112.6% | -82.0% |
| 5Y | -84.6% | +26.8% | -111.4% | -87.8% |
| All | +500.3% | +259.0% | +241.3% | +156.1% |
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