+593.0%
BE vs TTD
+42.7%
+550.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +3.1% |
| 7D | -14.7% | +5.2% | -19.9% | -16.2% |
| 30D | -40.5% | +6.9% | -47.5% | -42.1% |
| 3M | -24.3% | -26.8% | +2.5% | -16.9% |
| 6M | -39.3% | -46.1% | +6.8% | -27.8% |
| YTD | +99.4% | -65.9% | +165.3% | +174.4% |
| 1Y | +26.6% | -71.8% | +98.4% | +88.3% |
| 3Y | +1,616.9% | -83.3% | +1,700.3% | +2,389.6% |
| 5Y | +441.4% | -81.1% | +522.5% | +558.9% |
| All | +593.0% | +42.7% | +550.3% | +268.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling