+67.8%
T vs TTD
+387.7%
-319.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | -0.2% |
| 7D | -1.5% | +1.7% | -3.3% | -1.6% |
| 30D | +7.6% | +1.6% | +6.0% | +7.5% |
| 3M | +15.3% | -27.8% | +43.1% | +16.2% |
| 6M | -8.5% | -52.1% | +43.6% | -6.8% |
| YTD | +6.8% | -63.1% | +69.8% | +9.5% |
| 1Y | -7.2% | -73.1% | +65.8% | -4.0% |
| 3Y | +108.2% | -83.3% | +191.5% | +115.0% |
| 5Y | +66.1% | -80.6% | +146.7% | +66.3% |
| All | +67.8% | +387.7% | -319.8% | +51.1% |
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