-34.5%
TLT vs TTD
-84.3%
+49.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.4% |
| 7D | -3.1% | +21.3% | -24.4% | -3.4% |
| 30D | +1.0% | +28.7% | -27.7% | +0.7% |
| 3M | -2.7% | +7.7% | -10.4% | -2.9% |
| 6M | -4.1% | -23.5% | +19.3% | -4.0% |
| YTD | -5.4% | -58.7% | +53.3% | -4.6% |
| 1Y | -7.0% | -63.4% | +56.4% | -6.1% |
| 3Y | +2.8% | -75.3% | +78.1% | +3.2% |
| All | -34.5% | -84.3% | +49.8% | -35.8% |
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