-64.4%
TTD vs A
+22.0%
-86.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.3% | +4.6% | +3.4% |
| 7D | +19.9% | +1.4% | +18.5% | +19.8% |
| 30D | +27.6% | +4.3% | +23.3% | +27.5% |
| 3M | +15.2% | +19.8% | -4.6% | +14.4% |
| 6M | -33.2% | +54.4% | -87.6% | -34.9% |
| YTD | -59.4% | +31.7% | -91.1% | -57.1% |
| 1Y | -64.4% | +22.4% | -86.8% | -61.6% |
| All | -64.4% | +22.0% | -86.3% | -61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling