+46.0%
F vs TTD
-81.8%
+127.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.8% | +1.7% |
| 7D | +5.3% | +6.3% | -1.0% | +4.9% |
| 30D | +4.6% | -23.9% | +28.5% | +6.1% |
| 3M | -3.7% | -31.4% | +27.7% | -1.7% |
| 6M | +16.8% | -42.7% | +59.5% | +20.1% |
| YTD | +15.3% | -62.0% | +77.3% | +22.9% |
| 1Y | +31.0% | -72.2% | +103.2% | +43.3% |
| All | +46.0% | -81.8% | +127.8% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling