+207.8%
TER vs TTD
-75.9%
+283.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.3% |
| 7D | +24.0% | +20.8% | +3.2% | +20.8% |
| 30D | -30.6% | +27.1% | -57.8% | -32.9% |
| 3M | -34.5% | +14.7% | -49.2% | -36.2% |
| 6M | -26.4% | -26.8% | +0.5% | -24.1% |
| YTD | +36.4% | -59.2% | +95.7% | +58.6% |
| 1Y | +47.4% | -64.7% | +112.1% | +77.9% |
| All | +207.8% | -75.9% | +283.7% | +225.2% |
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