-83.3%
TTD vs A
+64.2%
-147.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.4% |
| 7D | +5.2% | -0.1% | +5.3% | +5.2% |
| 30D | +6.9% | +3.4% | +3.6% | +5.9% |
| 3M | -26.8% | +23.8% | -50.7% | -32.1% |
| 6M | -46.1% | +49.0% | -95.1% | -53.7% |
| YTD | -65.9% | +29.4% | -95.3% | -68.8% |
| 1Y | -71.8% | +19.4% | -91.2% | -73.3% |
| 3Y | -83.3% | +66.2% | -149.5% | -86.2% |
| All | -83.3% | +64.2% | -147.5% | -86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling