+43.5%
F vs TTD
-83.7%
+127.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -0.8% |
| 7D | +1.6% | +5.2% | -3.7% | +1.2% |
| 30D | +2.6% | +6.9% | -4.3% | +2.2% |
| 3M | -8.8% | -26.8% | +18.0% | -7.4% |
| 6M | +4.6% | -46.1% | +50.8% | +8.1% |
| YTD | -1.9% | -65.9% | +64.0% | +4.9% |
| 1Y | -0.8% | -71.8% | +71.1% | +7.9% |
| 3Y | +43.5% | -83.3% | +126.8% | +48.2% |
| All | +43.5% | -83.7% | +127.2% | +48.2% |
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