+218.3%
C vs TTD
+538.9%
-320.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.0% | +1.1% |
| 7D | -0.4% | +20.8% | -21.2% | -3.0% |
| 30D | -5.3% | +33.8% | -39.2% | -9.2% |
| 3M | -8.0% | +17.8% | -25.9% | -10.4% |
| 6M | -0.3% | -25.7% | +25.5% | +2.4% |
| YTD | +8.6% | -57.9% | +66.5% | +19.5% |
| 1Y | +25.8% | -63.8% | +89.7% | +41.2% |
| 3Y | +221.2% | -75.0% | +296.2% | +258.7% |
| 5Y | +113.6% | -82.5% | +196.1% | +134.7% |
| 10Y | +218.3% | +527.9% | -309.6% | +125.0% |
| All | +218.3% | +538.9% | -320.6% | +125.0% |
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