+500.3%
TTD vs CTAS
+817.6%
-317.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | +20.8% | +0.5% | +20.3% | +20.3% |
| 30D | +27.1% | +10.2% | +16.9% | +17.4% |
| 3M | +14.7% | +12.1% | +2.6% | +4.1% |
| 6M | -26.8% | +38.3% | -65.1% | -44.6% |
| YTD | -59.2% | +21.9% | -81.1% | -65.8% |
| 1Y | -64.7% | +24.0% | -88.7% | -70.9% |
| 3Y | -75.8% | +75.1% | -151.0% | -86.1% |
| 5Y | -84.6% | +116.9% | -201.5% | -92.5% |
| All | +500.3% | +817.6% | -317.3% | +14.4% |
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