+243.1%
C vs TTD
+345.6%
-102.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.2% | -1.9% | -4.6% |
| 7D | -5.3% | -1.9% | -3.4% | -5.1% |
| 30D | -7.3% | +7.5% | -14.8% | -8.3% |
| 3M | -13.5% | -32.4% | +19.0% | -9.6% |
| 6M | -6.5% | -47.9% | +41.5% | +0.7% |
| YTD | +3.6% | -66.3% | +69.9% | +17.3% |
| 1Y | +18.9% | -73.1% | +92.0% | +38.6% |
| 3Y | +205.0% | -83.8% | +288.8% | +259.8% |
| 5Y | +109.4% | -81.3% | +190.7% | +126.3% |
| 10Y | +232.9% | +436.7% | -203.7% | +147.7% |
| All | +243.1% | +345.6% | -102.5% | +158.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling