+62.5%
T vs TTD
+505.0%
-442.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.3% |
| 7D | +1.6% | +20.8% | -19.1% | +1.0% |
| 30D | -2.9% | +27.1% | -30.0% | -3.7% |
| 3M | -7.5% | +14.7% | -22.2% | -8.0% |
| 6M | -9.9% | -26.8% | +16.9% | -9.3% |
| YTD | -6.4% | -59.2% | +52.8% | -4.3% |
| 1Y | -9.4% | -64.7% | +55.3% | -6.9% |
| 3Y | +64.9% | -75.8% | +140.7% | +68.0% |
| 5Y | +57.0% | -84.6% | +141.5% | +59.3% |
| All | +62.5% | +505.0% | -442.5% | +40.1% |
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 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