+329.6%
TTD vs CPRT
+369.0%
-39.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.6% | +2.3% |
| 7D | +5.2% | +6.0% | -0.8% | -0.4% |
| 30D | +6.9% | +20.0% | -13.1% | -9.2% |
| 3M | -26.8% | +10.1% | -37.0% | -34.7% |
| 6M | -46.1% | -4.3% | -41.8% | -46.2% |
| YTD | -65.9% | -18.4% | -47.5% | -60.9% |
| 1Y | -71.8% | -20.1% | -51.7% | -67.1% |
| 3Y | -83.3% | -30.4% | -52.9% | -79.4% |
| 5Y | -81.1% | -17.0% | -64.2% | -79.9% |
| 10Y | +441.7% | +403.2% | +38.4% | +62.9% |
| All | +329.6% | +369.0% | -39.4% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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