+32.8%
NET vs TTD
-73.2%
+106.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | -1.2% |
| 7D | -7.0% | +6.3% | -13.3% | -8.0% |
| 30D | -4.8% | -23.9% | +19.1% | -0.8% |
| 3M | +3.8% | -31.4% | +35.2% | +10.5% |
| 6M | +50.0% | -42.7% | +92.7% | +61.8% |
| YTD | +41.5% | -62.0% | +103.5% | +58.7% |
| 1Y | +32.8% | -72.2% | +105.0% | +57.4% |
| All | +32.8% | -73.2% | +106.0% | +57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling