+53.5%
BE vs TTD
-42.4%
+95.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -4.4% | +11.7% | +6.8% |
| 7D | +20.0% | +6.3% | +13.6% | +21.0% |
| 30D | +7.9% | -23.9% | +31.8% | +3.1% |
| 3M | -13.2% | -31.4% | +18.2% | -16.2% |
| 6M | +53.5% | -42.7% | +96.1% | +45.8% |
| All | +53.5% | -42.4% | +95.8% | +45.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling