+44.9%
C vs TTD
-73.2%
+118.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | -0.1% |
| 7D | +3.6% | +6.3% | -2.7% | +3.3% |
| 30D | +0.1% | -23.9% | +24.0% | +1.4% |
| 3M | +2.4% | -31.4% | +33.8% | +4.5% |
| 6M | +24.9% | -42.7% | +67.6% | +28.1% |
| YTD | +19.8% | -62.0% | +81.8% | +28.2% |
| 1Y | +44.9% | -72.2% | +117.1% | +57.3% |
| All | +44.9% | -73.2% | +118.1% | +57.3% |
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