+151.8%
TER vs TTD
-83.7%
+235.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.6% | +2.5% |
| 7D | -20.5% | +5.2% | -25.7% | -20.9% |
| 30D | -47.0% | +6.9% | -54.0% | -47.5% |
| 3M | -43.3% | -26.8% | -16.5% | -41.3% |
| 6M | -42.9% | -46.1% | +3.2% | -38.4% |
| YTD | +12.9% | -65.9% | +78.8% | +33.1% |
| 1Y | +18.2% | -71.8% | +90.0% | +46.0% |
| 3Y | +151.8% | -83.3% | +235.1% | +204.1% |
| All | +151.8% | -83.7% | +235.5% | +204.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling