+361.1%
TTD vs A
+240.5%
+120.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | 0.0% |
| 7D | -4.6% | -4.4% | -0.2% | -1.5% |
| 30D | +3.7% | -2.7% | +6.3% | +5.4% |
| 3M | -30.2% | +7.0% | -37.3% | -34.9% |
| 6M | -51.4% | +24.6% | -76.0% | -61.0% |
| YTD | -63.4% | +7.0% | -70.5% | -66.9% |
| 1Y | -73.5% | +15.6% | -89.1% | -77.8% |
| 3Y | -83.5% | +29.9% | -113.4% | -88.4% |
| 5Y | -80.9% | -15.4% | -65.6% | -80.1% |
| All | +361.1% | +240.5% | +120.6% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling