+81.0%
F vs TTD
+574.0%
-493.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +15.5% | -14.8% | -1.3% |
| 7D | -0.6% | +19.0% | -19.6% | -2.9% |
| 30D | +2.9% | +23.6% | -20.7% | 0.0% |
| 3M | -9.5% | +8.2% | -17.7% | -10.7% |
| 6M | +4.0% | -35.3% | +39.3% | +8.4% |
| YTD | -1.3% | -60.7% | +59.4% | +8.6% |
| 1Y | -1.9% | -65.3% | +63.3% | +9.6% |
| 3Y | +53.5% | -80.6% | +134.0% | +74.3% |
| 5Y | -15.1% | -84.6% | +69.5% | -6.7% |
| 10Y | +81.0% | +550.5% | -469.6% | +57.0% |
| All | +81.0% | +574.0% | -493.1% | +57.0% |
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