+322.4%
NET vs TTD
-83.3%
+405.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -3.3% |
| 7D | -16.4% | +3.7% | -20.0% | -17.1% |
| 30D | -25.8% | +10.4% | -36.3% | -27.9% |
| 3M | -11.5% | -31.6% | +20.1% | -3.8% |
| 6M | +18.9% | -45.1% | +64.0% | +36.7% |
| YTD | +35.2% | -65.1% | +100.4% | +73.6% |
| 1Y | +14.5% | -72.0% | +86.5% | +56.3% |
| All | +322.4% | -83.3% | +405.7% | +460.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling