-72.0%
TTD vs CTAS
+25.6%
-97.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +1.6% |
| 7D | +3.7% | +7.6% | -3.9% | -0.2% |
| 30D | +10.4% | +17.2% | -6.8% | +1.7% |
| 3M | -31.6% | +12.8% | -44.3% | -35.9% |
| 6M | -45.1% | +38.0% | -83.1% | -54.8% |
| YTD | -65.1% | +22.7% | -87.9% | -67.3% |
| 1Y | -72.0% | +25.6% | -97.6% | -74.3% |
| All | -72.0% | +25.6% | -97.6% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling