+329.6%
TTD vs CP
+247.5%
+82.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +2.1% |
| 7D | +5.2% | +2.8% | +2.4% | +3.3% |
| 30D | +6.9% | +10.2% | -3.3% | +0.1% |
| 3M | -26.8% | +2.4% | -29.2% | -28.5% |
| 6M | -46.1% | +7.7% | -53.8% | -49.4% |
| YTD | -65.9% | +26.0% | -91.9% | -72.0% |
| 1Y | -71.8% | +34.6% | -106.5% | -78.0% |
| 3Y | -83.3% | +26.7% | -110.0% | -86.8% |
| 5Y | -81.1% | +24.9% | -106.0% | -84.9% |
| 10Y | +441.7% | +258.6% | +183.1% | +130.6% |
| All | +329.6% | +247.5% | +82.1% | +83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling