-34.3%
TLT vs TTD
-84.7%
+50.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | +0.1% | +5.2% | -5.1% | 0.0% |
| 30D | +6.2% | +6.9% | -0.8% | +6.1% |
| 3M | +0.1% | -26.8% | +26.9% | +0.4% |
| 6M | -3.0% | -46.1% | +43.2% | -2.4% |
| YTD | -2.7% | -65.9% | +63.2% | -1.6% |
| 1Y | -4.8% | -71.8% | +67.0% | -3.6% |
| 3Y | +6.9% | -83.3% | +90.2% | +8.0% |
| All | -34.3% | -84.7% | +50.3% | -34.0% |
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