-6.1%
F vs TTD
-64.0%
+57.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.1% |
| 7D | -3.1% | +21.3% | -24.4% | -3.2% |
| 30D | 0.0% | +28.7% | -28.7% | -0.1% |
| 3M | -13.2% | +7.7% | -20.9% | -13.6% |
| 6M | -10.2% | -23.5% | +13.3% | -11.3% |
| YTD | -4.9% | -58.7% | +53.8% | -4.6% |
| 1Y | -6.1% | -63.4% | +57.3% | -2.7% |
| All | -6.1% | -64.0% | +57.9% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling