-7.3%
F vs TTD
-65.5%
+58.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -2.8% |
| 7D | -3.9% | +20.8% | -24.6% | -4.0% |
| 30D | -0.5% | +27.1% | -27.6% | -0.6% |
| 3M | -12.9% | +14.7% | -27.6% | -13.1% |
| 6M | +1.5% | -26.8% | +28.4% | +0.1% |
| YTD | -5.0% | -59.2% | +54.2% | -4.4% |
| 1Y | -7.3% | -64.7% | +57.3% | -3.0% |
| All | -7.3% | -65.5% | +58.2% | -3.0% |
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 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