+53.9%
F vs TTD
-81.6%
+135.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.8% | +2.1% |
| 7D | +5.3% | +6.3% | -1.0% | +4.3% |
| 30D | +4.6% | -23.9% | +28.5% | +8.2% |
| 3M | -3.7% | -31.4% | +27.7% | +1.1% |
| 6M | +16.8% | -42.7% | +59.5% | +24.4% |
| YTD | +15.3% | -62.0% | +77.3% | +31.1% |
| 1Y | +31.0% | -72.2% | +103.2% | +56.4% |
| 3Y | +45.4% | -81.9% | +127.4% | +70.1% |
| All | +53.9% | -81.6% | +135.6% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling