+213.5%
TER vs TTD
-73.2%
+286.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.8% | +7.1% | +3.9% |
| 7D | +11.0% | +1.7% | +9.2% | +11.2% |
| 30D | -1.9% | +1.6% | -3.5% | -1.6% |
| 3M | -0.7% | -27.8% | +27.2% | -3.2% |
| 6M | +36.4% | -52.1% | +88.5% | +33.7% |
| YTD | +92.4% | -63.1% | +155.5% | +99.1% |
| 1Y | +213.5% | -73.1% | +286.6% | +240.9% |
| All | +213.5% | -73.2% | +286.7% | +240.9% |
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