+365.8%
TTD vs CPAY
+141.8%
+224.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -1.4% |
| 7D | +1.7% | +0.6% | +1.2% | +1.5% |
| 30D | +1.6% | +3.6% | -2.0% | -0.5% |
| 3M | -27.8% | +16.6% | -44.5% | -34.4% |
| 6M | -52.1% | +29.5% | -81.6% | -59.5% |
| YTD | -63.1% | +35.3% | -98.3% | -70.2% |
| 1Y | -73.1% | +30.6% | -103.7% | -78.0% |
| 3Y | -83.3% | +49.7% | -133.0% | -87.9% |
| 5Y | -80.6% | +54.4% | -135.0% | -86.2% |
| All | +365.8% | +141.8% | +224.0% | +154.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling