-72.2%
TTD vs CPAY
+29.9%
-102.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.0% |
| 7D | +6.3% | +2.1% | +4.3% | +5.4% |
| 30D | -23.9% | +5.5% | -29.4% | -25.4% |
| 3M | -31.4% | +16.6% | -48.0% | -35.3% |
| 6M | -42.7% | +26.7% | -69.3% | -47.5% |
| YTD | -62.0% | +38.4% | -100.3% | -66.0% |
| 1Y | -72.2% | +30.1% | -102.3% | -72.8% |
| All | -72.2% | +29.9% | -102.1% | -72.8% |
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