+216.1%
C vs TTD
-75.0%
+291.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.0% | -0.1% |
| 7D | -0.4% | +19.9% | -20.3% | -2.5% |
| 30D | -5.2% | +27.6% | -32.8% | -7.9% |
| 3M | -9.1% | +15.2% | -24.2% | -10.8% |
| 6M | -1.6% | -33.2% | +31.6% | +2.1% |
| YTD | +6.9% | -59.4% | +66.3% | +17.5% |
| 1Y | +23.0% | -64.4% | +87.3% | +37.4% |
| 3Y | +216.1% | -75.9% | +292.1% | +230.6% |
| All | +216.1% | -75.0% | +291.1% | +230.6% |
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