-9.4%
T vs TTD
-65.5%
+56.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.2% |
| 7D | +1.6% | +20.8% | -19.1% | +0.8% |
| 30D | -2.9% | +27.1% | -30.0% | -3.9% |
| 3M | -7.5% | +14.7% | -22.2% | -8.1% |
| 6M | -9.9% | -26.8% | +16.9% | -10.8% |
| YTD | -6.4% | -59.2% | +52.8% | -5.1% |
| 1Y | -9.4% | -64.7% | +55.3% | -6.9% |
| All | -9.4% | -65.5% | +56.1% | -6.9% |
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