+339.5%
TTD vs CVE
+154.1%
+185.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -7.6% | +10.5% | +4.7% |
| 7D | +3.7% | -12.1% | +15.8% | +6.6% |
| 30D | +10.4% | -9.8% | +20.2% | +12.6% |
| 3M | -31.6% | -0.7% | -30.9% | -32.1% |
| 6M | -45.1% | -4.3% | -40.8% | -45.4% |
| YTD | -65.1% | +70.6% | -135.7% | -70.3% |
| 1Y | -72.0% | +73.2% | -145.1% | -76.3% |
| 3Y | -83.3% | +60.3% | -143.6% | -85.9% |
| 5Y | -81.7% | +159.3% | -241.0% | -86.8% |
| 10Y | +454.3% | +147.4% | +306.8% | +231.7% |
| All | +339.5% | +154.1% | +185.5% | +150.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling