+71.7%
TER vs TTD
-84.3%
+156.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.7% | -5.7% |
| 7D | +14.4% | +21.3% | -6.9% | +9.5% |
| 30D | -30.6% | +28.7% | -59.3% | -34.6% |
| 3M | -39.2% | +7.7% | -46.9% | -40.8% |
| 6M | -31.3% | -23.5% | -7.8% | -29.2% |
| YTD | +29.1% | -58.7% | +87.8% | +53.7% |
| 1Y | +47.4% | -63.4% | +110.9% | +81.8% |
| 3Y | +191.2% | -75.3% | +266.5% | +255.7% |
| All | +71.7% | -84.3% | +156.0% | +122.6% |
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