+329.6%
TTD vs CPB
-39.4%
+369.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +0.9% |
| 7D | +5.2% | +8.0% | -2.8% | +5.5% |
| 30D | +6.9% | +22.4% | -15.4% | +7.8% |
| 3M | -26.8% | +3.8% | -30.7% | -26.8% |
| 6M | -46.1% | +13.7% | -59.8% | -45.8% |
| YTD | -65.9% | -11.7% | -54.2% | -66.5% |
| 1Y | -71.8% | -18.1% | -53.7% | -72.5% |
| 3Y | -83.3% | -34.7% | -48.6% | -84.0% |
| 5Y | -81.1% | -30.6% | -50.6% | -81.7% |
| 10Y | +441.7% | -37.1% | +478.8% | +431.5% |
| All | +329.6% | -39.4% | +369.0% | +385.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling