+69.4%
F vs TTD
+516.6%
-447.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -1.1% |
| 7D | +1.0% | +19.9% | -18.9% | -1.4% |
| 30D | +2.1% | +27.6% | -25.5% | -1.1% |
| 3M | -10.3% | +15.2% | -25.4% | -12.1% |
| 6M | +3.3% | -33.2% | +36.5% | +7.1% |
| YTD | -2.0% | -59.4% | +57.4% | +7.4% |
| 1Y | -2.3% | -64.4% | +62.1% | +8.8% |
| 3Y | +49.9% | -75.9% | +125.8% | +65.6% |
| 5Y | -12.5% | -82.6% | +70.2% | -5.1% |
| All | +69.4% | +516.6% | -447.1% | +52.4% |
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