+104.9%
F vs TTD
+401.9%
-297.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.8% | +2.0% |
| 7D | +5.3% | +6.3% | -1.0% | +4.5% |
| 30D | +4.6% | -23.9% | +28.5% | +7.5% |
| 3M | -3.7% | -31.4% | +27.7% | +0.1% |
| 6M | +16.8% | -42.7% | +59.5% | +22.9% |
| YTD | +15.3% | -62.0% | +77.3% | +27.5% |
| 1Y | +31.0% | -72.2% | +103.2% | +50.3% |
| 3Y | +45.4% | -81.9% | +127.4% | +66.6% |
| 5Y | +54.7% | -81.5% | +136.2% | +66.6% |
| All | +104.9% | +401.9% | -297.0% | +75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling