+85.4%
BE vs TTD
-64.0%
+149.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.4% | -6.3% | -4.9% |
| 7D | +10.8% | +21.3% | -10.4% | +11.7% |
| 30D | -19.8% | +28.7% | -48.5% | -18.3% |
| 3M | -18.7% | +7.7% | -26.4% | -18.9% |
| 6M | -33.7% | -23.5% | -10.3% | -35.8% |
| YTD | +121.0% | -58.7% | +179.7% | +112.2% |
| 1Y | +85.4% | -63.4% | +148.8% | +96.3% |
| All | +85.4% | -64.0% | +149.4% | +96.3% |
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