+43.2%
TER vs TTD
-72.7%
+115.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.9% | -9.7% | -6.3% |
| 7D | -19.9% | +3.7% | -23.6% | -19.2% |
| 30D | -43.5% | +10.4% | -54.0% | -42.2% |
| 3M | -37.8% | -31.6% | -6.2% | -40.8% |
| 6M | -25.6% | -45.1% | +19.5% | -29.9% |
| YTD | +29.8% | -65.1% | +95.0% | +36.1% |
| 1Y | +43.2% | -72.0% | +115.2% | +70.1% |
| All | +43.2% | -72.7% | +115.8% | +70.1% |
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 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