+207.2%
C vs TTD
+505.0%
-297.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.3% |
| 7D | +4.7% | +20.8% | -16.0% | +2.0% |
| 30D | +0.2% | +27.1% | -26.9% | -3.2% |
| 3M | -9.3% | +14.7% | -24.0% | -11.3% |
| 6M | -0.8% | -26.8% | +26.0% | +2.0% |
| YTD | +8.5% | -59.2% | +67.8% | +19.9% |
| 1Y | +23.1% | -64.7% | +87.8% | +38.6% |
| 3Y | +220.8% | -75.8% | +296.6% | +259.7% |
| 5Y | +112.4% | -84.6% | +197.0% | +137.5% |
| All | +207.2% | +505.0% | -297.8% | +118.7% |
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