-82.9%
TTD vs CTAS
+66.0%
-148.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.2% |
| 7D | +6.3% | -1.8% | +8.2% | +7.2% |
| 30D | -23.9% | -0.2% | -23.7% | -24.0% |
| 3M | -31.4% | +11.7% | -43.1% | -35.3% |
| 6M | -42.7% | +0.7% | -43.4% | -43.1% |
| YTD | -62.0% | +7.4% | -69.4% | -63.4% |
| 1Y | -72.2% | -2.1% | -70.1% | -72.1% |
| All | -82.9% | +66.0% | -148.9% | -87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling