-72.0%
TTD vs CPAY
+59.0%
-131.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +1.4% |
| 7D | +3.7% | +5.7% | -2.1% | +0.8% |
| 30D | +10.4% | +4.2% | +6.2% | +8.3% |
| 3M | -31.6% | +5.6% | -37.2% | -33.0% |
| 6M | -45.1% | +34.7% | -79.8% | -50.3% |
| YTD | -65.1% | +39.1% | -104.2% | -68.5% |
| 1Y | -72.0% | +60.3% | -132.3% | -76.0% |
| All | -72.0% | +59.0% | -131.0% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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