-83.3%
TTD vs CP
+26.5%
-109.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.5% |
| 7D | +5.2% | +2.8% | +2.4% | +4.2% |
| 30D | +6.9% | +10.2% | -3.3% | +3.3% |
| 3M | -26.8% | +2.4% | -29.2% | -27.7% |
| 6M | -46.1% | +7.7% | -53.8% | -47.9% |
| YTD | -65.9% | +26.0% | -91.9% | -69.8% |
| 1Y | -71.8% | +34.6% | -106.5% | -76.1% |
| 3Y | -83.3% | +26.7% | -110.0% | -87.0% |
| All | -83.3% | +26.5% | -109.8% | -87.0% |
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