+43.4%
T vs TTD
+349.7%
-306.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | +1.0% | +5.2% | -4.2% | +0.9% |
| 30D | -10.6% | +6.9% | -17.6% | -10.8% |
| 3M | -7.7% | -26.8% | +19.1% | -7.0% |
| 6M | -13.3% | -46.1% | +32.8% | -12.0% |
| YTD | -8.8% | -65.9% | +57.2% | -6.2% |
| 1Y | -8.4% | -71.8% | +63.4% | -5.3% |
| 3Y | +59.6% | -83.3% | +143.0% | +64.7% |
| 5Y | +52.1% | -81.1% | +133.2% | +52.5% |
| 10Y | +56.9% | +441.7% | -384.8% | +42.0% |
| All | +43.4% | +349.7% | -306.3% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling