-6.4%
T vs TTD
-72.7%
+66.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +1.9% |
| 7D | +5.5% | +3.7% | +1.8% | +5.3% |
| 30D | -8.9% | +10.4% | -19.4% | -9.2% |
| 3M | -5.6% | -31.6% | +26.0% | -5.6% |
| 6M | -14.3% | -45.1% | +30.8% | -14.7% |
| YTD | -7.9% | -65.1% | +57.2% | -6.3% |
| 1Y | -6.4% | -72.0% | +65.6% | -3.2% |
| All | -6.4% | -72.7% | +66.2% | -3.2% |
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