+25.7%
C vs TTD
-64.0%
+89.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | +4.2% | +21.3% | -17.1% | +2.7% |
| 30D | +2.0% | +28.7% | -26.8% | +0.2% |
| 3M | -10.1% | +7.7% | -17.8% | -10.7% |
| 6M | +1.0% | -23.5% | +24.5% | +2.1% |
| YTD | +8.5% | -58.7% | +67.2% | +19.0% |
| 1Y | +25.7% | -63.4% | +89.2% | +41.2% |
| All | +25.7% | -64.0% | +89.7% | +41.2% |
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