+1,449.6%
NET vs TTD
-32.3%
+1,481.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | +0.2% |
| 7D | -7.0% | +6.3% | -13.3% | -10.0% |
| 30D | -4.8% | -23.9% | +19.1% | +5.8% |
| 3M | +3.8% | -31.4% | +35.2% | +20.5% |
| 6M | +50.0% | -42.7% | +92.7% | +84.9% |
| YTD | +41.5% | -62.0% | +103.5% | +112.9% |
| 1Y | +32.8% | -72.2% | +105.0% | +131.2% |
| 3Y | +335.9% | -81.9% | +417.8% | +660.5% |
| 5Y | +113.8% | -81.5% | +195.4% | +257.8% |
| All | +1,449.6% | -32.3% | +1,481.8% | +1,551.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling