+19.6%
TMO vs TTD
-83.1%
+102.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.9% |
| 7D | -0.6% | -0.6% | 0.0% | -0.6% |
| 30D | +1.1% | +6.3% | -5.2% | +0.6% |
| 3M | +28.3% | -24.1% | +52.5% | +30.4% |
| 6M | +23.3% | -47.4% | +70.7% | +28.6% |
| YTD | +5.5% | -62.2% | +67.7% | +12.7% |
| 1Y | +24.5% | -68.3% | +92.9% | +34.7% |
| 3Y | +19.6% | -83.4% | +103.0% | +26.7% |
| All | +19.6% | -83.1% | +102.7% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling