-83.9%
TTD vs CPAY
+49.2%
-133.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.3% |
| 7D | -7.4% | -2.7% | -4.8% | -6.0% |
| 30D | +3.0% | +0.6% | +2.5% | +2.9% |
| 3M | -27.6% | +17.0% | -44.6% | -33.2% |
| 6M | -49.5% | +24.1% | -73.6% | -54.8% |
| YTD | -63.2% | +35.7% | -98.9% | -69.1% |
| 1Y | -69.7% | +34.0% | -103.7% | -74.6% |
| All | -83.9% | +49.2% | -133.0% | -87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling