+208.1%
C vs TTD
-83.7%
+291.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | -2.4% | +5.2% | -7.6% | -2.9% |
| 30D | -6.0% | +6.9% | -12.9% | -6.7% |
| 3M | -10.5% | -26.8% | +16.3% | -8.0% |
| 6M | -5.7% | -46.1% | +40.4% | 0.0% |
| YTD | +4.1% | -65.9% | +70.1% | +16.2% |
| 1Y | +20.5% | -71.8% | +92.3% | +37.6% |
| 3Y | +208.1% | -83.3% | +291.4% | +245.6% |
| All | +208.1% | -83.7% | +291.8% | +245.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling