+6.9%
TMO vs TTD
-81.0%
+88.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.5% |
| 7D | -2.5% | -7.4% | +5.0% | -1.7% |
| 30D | -0.3% | +3.0% | -3.3% | -0.7% |
| 3M | +25.3% | -27.6% | +52.8% | +28.9% |
| 6M | +20.9% | -49.5% | +70.4% | +29.1% |
| YTD | +4.3% | -63.2% | +67.5% | +15.2% |
| 1Y | +27.0% | -69.7% | +96.8% | +43.2% |
| 3Y | +17.5% | -83.3% | +100.9% | +33.5% |
| 5Y | +6.9% | -80.8% | +87.7% | +11.2% |
| All | +6.9% | -81.0% | +88.0% | +11.2% |
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