-80.8%
TTD vs CPB
-39.5%
-41.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -1.0% | -4.4% |
| 7D | +6.3% | -8.6% | +14.9% | +6.3% |
| 30D | -23.9% | -7.2% | -16.6% | -23.9% |
| 3M | -31.4% | +0.9% | -32.3% | -31.2% |
| 6M | -42.7% | -11.8% | -30.9% | -43.4% |
| YTD | -62.0% | -19.4% | -42.6% | -62.7% |
| 1Y | -72.2% | -30.4% | -41.8% | -73.1% |
| 3Y | -81.9% | -40.2% | -41.8% | -82.8% |
| All | -80.8% | -39.5% | -41.3% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling