-85.4%
TTD vs CTAS
+109.9%
-195.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +2.5% |
| 7D | +5.2% | +1.2% | +4.1% | +4.2% |
| 30D | +6.9% | +12.8% | -5.8% | -3.7% |
| 3M | -26.8% | +10.3% | -37.1% | -33.2% |
| 6M | -46.1% | +32.0% | -78.1% | -58.6% |
| YTD | -65.9% | +19.1% | -85.1% | -71.3% |
| 1Y | -71.8% | +21.5% | -93.3% | -76.7% |
| 3Y | -83.3% | +76.0% | -159.4% | -92.3% |
| All | -85.4% | +109.9% | -195.4% | -95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling