+1,741.7%
TER vs TTD
+387.7%
+1,354.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.8% | +7.1% | +4.8% |
| 7D | +11.0% | +1.7% | +9.2% | +10.4% |
| 30D | -1.9% | +1.6% | -3.5% | -2.6% |
| 3M | -0.7% | -27.8% | +27.2% | +4.7% |
| 6M | +36.4% | -52.1% | +88.5% | +54.9% |
| YTD | +92.4% | -63.1% | +155.5% | +130.4% |
| 1Y | +213.5% | -73.1% | +286.6% | +303.0% |
| 3Y | +277.2% | -83.3% | +360.5% | +401.0% |
| 5Y | +219.1% | -80.6% | +299.7% | +275.5% |
| All | +1,741.7% | +387.7% | +1,354.0% | +1,251.8% |
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 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