+558.1%
TTD vs CPB
-40.9%
+599.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +3.2% |
| 7D | +19.9% | +2.9% | +17.0% | +20.1% |
| 30D | +27.6% | +17.6% | +10.1% | +28.6% |
| 3M | +15.2% | +2.0% | +13.1% | +15.1% |
| 6M | -33.2% | +11.6% | -44.8% | -32.8% |
| YTD | -59.4% | -13.8% | -45.6% | -60.1% |
| 1Y | -64.4% | -21.6% | -42.8% | -65.3% |
| 3Y | -75.9% | -35.8% | -40.1% | -77.0% |
| 5Y | -82.6% | -33.3% | -49.3% | -83.2% |
| 10Y | +558.1% | -39.4% | +597.6% | +665.4% |
| All | +558.1% | -40.9% | +599.0% | +665.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling