+1,667.3%
TER vs TTD
+401.9%
+1,265.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.4% | +9.9% | +6.4% |
| 7D | +0.6% | +6.3% | -5.7% | -0.9% |
| 30D | -8.3% | -23.9% | +15.6% | -3.6% |
| 3M | -12.2% | -31.4% | +19.2% | -6.3% |
| 6M | +17.1% | -42.7% | +59.7% | +27.0% |
| YTD | +84.7% | -62.0% | +146.7% | +119.8% |
| 1Y | +199.9% | -72.2% | +272.1% | +283.0% |
| 3Y | +232.8% | -81.9% | +314.7% | +334.1% |
| 5Y | +198.6% | -81.5% | +280.1% | +255.1% |
| All | +1,667.3% | +401.9% | +1,265.3% | +1,189.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling