+329.6%
TTD vs CPB
-40.2%
+369.8%
-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% | +2.5% | -29.4% | -26.9% |
| 6M | -46.1% | +12.2% | -58.4% | -45.9% |
| YTD | -65.9% | -12.8% | -53.1% | -66.5% |
| 1Y | -71.8% | -19.2% | -52.7% | -72.5% |
| 3Y | -83.3% | -35.6% | -47.8% | -84.0% |
| 5Y | -81.1% | -31.4% | -49.7% | -81.7% |
| 10Y | +441.7% | -37.9% | +479.6% | +431.2% |
| All | +329.6% | -40.2% | +369.8% | +384.8% |
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