+298.8%
TMO vs TTD
+387.7%
-88.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.1% | -1.4% |
| 7D | +0.4% | +1.7% | -1.3% | +0.2% |
| 30D | +1.5% | +1.6% | -0.1% | +1.2% |
| 3M | +28.5% | -27.8% | +56.4% | +32.3% |
| 6M | +20.4% | -52.1% | +72.5% | +29.2% |
| YTD | +4.3% | -63.1% | +67.3% | +14.9% |
| 1Y | +24.1% | -73.1% | +97.2% | +41.3% |
| 3Y | +17.5% | -83.3% | +100.8% | +34.2% |
| 5Y | +6.8% | -80.6% | +87.4% | +13.1% |
| All | +298.8% | +387.7% | -88.8% | +216.1% |
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