+464.6%
TTD vs CVE
+136.1%
+328.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +5.2% | -16.1% | +21.3% | +9.4% |
| 30D | +6.9% | -10.4% | +17.3% | +9.2% |
| 3M | -26.8% | -2.4% | -24.5% | -27.0% |
| 6M | -46.1% | -4.4% | -41.7% | -46.5% |
| YTD | -65.9% | +64.9% | -130.9% | -70.7% |
| 1Y | -71.8% | +66.0% | -137.9% | -75.9% |
| 3Y | -83.3% | +57.7% | -141.0% | -85.9% |
| 5Y | -81.1% | +144.7% | -225.9% | -86.1% |
| All | +464.6% | +136.1% | +328.5% | +247.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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