+558.1%
TTD vs A
+312.5%
+245.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.3% | +4.6% | +4.2% |
| 7D | +19.9% | +1.4% | +18.5% | +19.0% |
| 30D | +27.6% | +4.3% | +23.3% | +24.0% |
| 3M | +15.2% | +19.8% | -4.6% | 0.0% |
| 6M | -33.2% | +54.4% | -87.6% | -54.0% |
| YTD | -59.4% | +31.7% | -91.1% | -68.6% |
| 1Y | -64.4% | +22.4% | -86.8% | -70.9% |
| 3Y | -75.9% | +67.7% | -143.6% | -86.2% |
| 5Y | -82.6% | +15.7% | -98.3% | -85.9% |
| 10Y | +558.1% | +308.7% | +249.4% | +116.0% |
| All | +558.1% | +312.5% | +245.7% | +116.0% |
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