-73.1%
TTD vs CP
+19.5%
-92.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.9% |
| 7D | +1.7% | +2.4% | -0.7% | +2.1% |
| 30D | +1.6% | -0.5% | +2.1% | +1.4% |
| 3M | -27.8% | +1.4% | -29.3% | -27.7% |
| 6M | -52.1% | +10.3% | -62.4% | -51.4% |
| YTD | -63.1% | +24.3% | -87.4% | -62.6% |
| 1Y | -73.1% | +20.4% | -93.5% | -72.5% |
| All | -73.1% | +19.5% | -92.5% | -72.5% |
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