+508.5%
TTD vs CPB
-38.9%
+547.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +1.5% |
| 7D | +21.3% | -1.6% | +22.8% | +21.2% |
| 30D | +28.7% | +19.2% | +9.5% | +29.8% |
| 3M | +7.7% | -0.9% | +8.6% | +7.5% |
| 6M | -23.5% | +15.2% | -38.7% | -22.8% |
| YTD | -58.7% | -13.1% | -45.6% | -59.4% |
| 1Y | -63.4% | -22.4% | -41.0% | -64.5% |
| 3Y | -75.3% | -35.3% | -40.0% | -76.4% |
| 5Y | -84.4% | -33.0% | -51.4% | -84.9% |
| All | +508.5% | -38.9% | +547.3% | +598.5% |
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