+202.8%
TER vs TTD
-81.6%
+284.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.4% | +9.9% | +6.5% |
| 7D | +0.6% | +6.3% | -5.7% | -0.9% |
| 30D | -8.3% | -23.9% | +15.6% | -3.4% |
| 3M | -12.2% | -31.4% | +19.2% | -6.0% |
| 6M | +17.1% | -42.7% | +59.7% | +27.5% |
| YTD | +84.7% | -62.0% | +146.7% | +123.6% |
| 1Y | +199.9% | -72.2% | +272.1% | +293.4% |
| 3Y | +232.8% | -81.9% | +314.7% | +339.4% |
| All | +202.8% | -81.6% | +284.5% | +260.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling