+361.1%
TTD vs CTAS
+683.0%
-321.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.8% |
| 7D | -4.6% | +1.0% | -5.6% | -5.3% |
| 30D | +3.7% | -1.1% | +4.7% | +4.4% |
| 3M | -30.2% | +11.5% | -41.7% | -37.0% |
| 6M | -51.4% | +0.2% | -51.6% | -52.1% |
| YTD | -63.4% | +7.2% | -70.6% | -66.0% |
| 1Y | -73.5% | 0.0% | -73.5% | -74.0% |
| 3Y | -83.5% | +65.9% | -149.4% | -90.2% |
| 5Y | -80.9% | +109.6% | -190.5% | -90.5% |
| All | +361.1% | +683.0% | -321.9% | -16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling