-74.8%
TTD vs CP
+35.8%
-110.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.7% | +3.6% |
| 7D | +20.8% | -0.7% | +21.5% | +21.1% |
| 30D | +33.8% | +9.6% | +24.2% | +29.9% |
| 3M | +17.8% | +2.2% | +15.6% | +16.9% |
| 6M | -25.7% | +11.1% | -36.8% | -28.7% |
| YTD | -57.9% | +28.2% | -86.1% | -62.5% |
| 1Y | -63.8% | +32.2% | -96.0% | -68.4% |
| All | -74.8% | +35.8% | -110.7% | -79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling