+67.3%
F vs TTD
+513.2%
-445.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | -3.1% | +21.3% | -24.4% | -5.5% |
| 30D | 0.0% | +28.7% | -28.7% | -3.3% |
| 3M | -13.2% | +7.7% | -20.9% | -14.3% |
| 6M | -10.2% | -23.5% | +13.3% | -8.3% |
| YTD | -4.9% | -58.7% | +53.8% | +3.9% |
| 1Y | -6.1% | -63.4% | +57.3% | +4.3% |
| 3Y | +46.0% | -75.3% | +121.3% | +60.8% |
| 5Y | -15.7% | -84.4% | +68.7% | -7.6% |
| All | +67.3% | +513.2% | -445.9% | +49.7% |
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