+75.6%
F vs TTD
+345.6%
-269.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.7% |
| 7D | +1.4% | -1.9% | +3.3% | +1.6% |
| 30D | +2.0% | +7.5% | -5.4% | +1.0% |
| 3M | -10.4% | -32.4% | +22.1% | -6.6% |
| 6M | +9.7% | -47.9% | +57.7% | +17.5% |
| YTD | -1.2% | -66.3% | +65.1% | +10.8% |
| 1Y | 0.0% | -73.1% | +73.2% | +15.4% |
| 3Y | +41.1% | -83.8% | +124.9% | +63.8% |
| 5Y | -11.4% | -81.3% | +69.9% | -4.4% |
| 10Y | +85.0% | +436.7% | -351.7% | +59.3% |
| All | +75.6% | +345.6% | -269.9% | +52.3% |
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