-9.3%
T vs TTD
-42.4%
+33.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.4% | -1.9% |
| 7D | -1.3% | +6.3% | -7.6% | -1.3% |
| 30D | +11.4% | -23.9% | +35.3% | +11.5% |
| 3M | +14.3% | -31.4% | +45.7% | +14.1% |
| 6M | -9.3% | -42.7% | +33.4% | -8.8% |
| All | -9.3% | -42.4% | +33.1% | -8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling