+379.4%
TTD vs CTAS
+684.7%
-305.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.1% |
| 7D | +6.3% | -1.8% | +8.2% | +7.9% |
| 30D | -23.9% | -0.2% | -23.7% | -24.0% |
| 3M | -31.4% | +11.7% | -43.1% | -38.1% |
| 6M | -42.7% | +0.7% | -43.4% | -43.6% |
| YTD | -62.0% | +7.4% | -69.4% | -64.7% |
| 1Y | -72.2% | -2.1% | -70.1% | -72.2% |
| 3Y | -81.9% | +62.9% | -144.9% | -89.1% |
| 5Y | -81.5% | +111.9% | -193.4% | -90.9% |
| All | +379.4% | +684.7% | -305.3% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling