+1,008.9%
BE vs TTD
+54.7%
+954.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.8% | +12.5% | +10.7% |
| 7D | +29.8% | +1.7% | +28.0% | +28.6% |
| 30D | +26.4% | +1.6% | +24.8% | +24.9% |
| 3M | +9.3% | -27.8% | +37.2% | +19.0% |
| 6M | +105.1% | -52.1% | +157.2% | +154.4% |
| YTD | +219.0% | -63.1% | +282.1% | +329.1% |
| 1Y | +418.8% | -73.1% | +491.8% | +675.7% |
| 3Y | +1,784.6% | -83.3% | +1,867.9% | +2,673.6% |
| 5Y | +1,251.0% | -80.6% | +1,331.6% | +1,550.4% |
| All | +1,008.9% | +54.7% | +954.2% | +475.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling