-9.1%
T vs TTD
-73.2%
+64.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.4% | -1.9% |
| 7D | -1.3% | +6.3% | -7.6% | -1.2% |
| 30D | +11.4% | -23.9% | +35.3% | +11.1% |
| 3M | +14.3% | -31.4% | +45.7% | +13.7% |
| 6M | -9.3% | -42.7% | +33.4% | -9.6% |
| YTD | +7.1% | -62.0% | +69.1% | +6.2% |
| 1Y | -9.1% | -72.2% | +63.1% | -11.3% |
| All | -9.1% | -73.2% | +64.1% | -11.3% |
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 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