+1,006.2%
TER vs TTD
+545.2%
+461.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -1.0% |
| 7D | -8.9% | +19.9% | -28.8% | -12.4% |
| 30D | -39.1% | +27.6% | -66.7% | -42.3% |
| 3M | -32.8% | +15.2% | -47.9% | -35.5% |
| 6M | -31.7% | -33.2% | +1.5% | -27.6% |
| YTD | +26.9% | -59.4% | +86.3% | +48.4% |
| 1Y | +33.6% | -64.4% | +97.9% | +61.1% |
| 3Y | +181.5% | -75.9% | +257.4% | +244.8% |
| 5Y | +76.1% | -82.6% | +158.7% | +114.0% |
| 10Y | +1,006.2% | +558.1% | +448.1% | +649.4% |
| All | +1,006.2% | +545.2% | +461.0% | +649.4% |
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 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