+69.0%
F vs TTD
+538.9%
-469.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.9% | -0.7% |
| 7D | -2.1% | +20.8% | -22.9% | -4.5% |
| 30D | +3.3% | +33.8% | -30.5% | -0.6% |
| 3M | -11.3% | +17.8% | -29.2% | -13.4% |
| 6M | +5.3% | -25.7% | +31.1% | +7.9% |
| YTD | -2.2% | -57.9% | +55.7% | +6.6% |
| 1Y | -3.5% | -63.8% | +60.3% | +7.2% |
| 3Y | +49.5% | -75.0% | +124.6% | +64.5% |
| 5Y | -13.5% | -82.5% | +69.0% | -6.3% |
| 10Y | +69.0% | +527.9% | -458.9% | +51.3% |
| All | +69.0% | +538.9% | -469.9% | +51.3% |
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 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