+379.4%
TTD vs CP
+244.6%
+134.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.6% |
| 7D | +6.3% | -2.7% | +9.0% | +8.2% |
| 30D | -23.9% | +0.2% | -24.1% | -24.3% |
| 3M | -31.4% | +2.6% | -34.0% | -33.0% |
| 6M | -42.7% | +6.0% | -48.6% | -46.0% |
| YTD | -62.0% | +24.9% | -86.9% | -68.5% |
| 1Y | -72.2% | +20.1% | -92.3% | -76.4% |
| 3Y | -81.9% | +16.4% | -98.3% | -84.7% |
| 5Y | -81.5% | +31.7% | -113.3% | -85.8% |
| All | +379.4% | +244.6% | +134.8% | +106.6% |
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