-12.5%
F vs TTD
-83.2%
+70.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -1.2% |
| 7D | +1.0% | +19.9% | -18.9% | -1.9% |
| 30D | +2.1% | +27.6% | -25.5% | -1.8% |
| 3M | -10.3% | +15.2% | -25.4% | -12.5% |
| 6M | +3.3% | -33.2% | +36.5% | +8.0% |
| YTD | -2.0% | -59.4% | +57.4% | +10.0% |
| 1Y | -2.3% | -64.4% | +62.1% | +12.1% |
| 3Y | +49.9% | -75.9% | +125.8% | +65.4% |
| 5Y | -12.5% | -82.6% | +70.2% | -10.1% |
| All | -12.5% | -83.2% | +70.8% | -10.1% |
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