+360.5%
BE vs TTD
-73.2%
+433.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -4.4% | +11.7% | +6.6% |
| 7D | +20.0% | +6.3% | +13.6% | +21.4% |
| 30D | +7.9% | -23.9% | +31.8% | +2.2% |
| 3M | -13.2% | -31.4% | +18.2% | -18.0% |
| 6M | +53.5% | -42.7% | +96.1% | +41.7% |
| YTD | +191.0% | -62.0% | +253.0% | +133.2% |
| 1Y | +360.5% | -72.2% | +432.7% | +202.0% |
| All | +360.5% | -73.2% | +433.7% | +202.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 1y: compounded portfolio wealth divided by compounded TTD 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…
1y analysis · Full analysis span regression · 6 months rolling