-80.8%
TTD vs A
-12.8%
-68.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.7% |
| 7D | +6.3% | -1.9% | +8.3% | +7.6% |
| 30D | -23.9% | +6.9% | -30.8% | -27.8% |
| 3M | -31.4% | +9.2% | -40.6% | -36.2% |
| 6M | -42.7% | +25.7% | -68.4% | -52.9% |
| YTD | -62.0% | +11.5% | -73.5% | -65.8% |
| 1Y | -72.2% | +18.4% | -90.6% | -76.4% |
| 3Y | -81.9% | +26.6% | -108.6% | -86.9% |
| All | -80.8% | -12.8% | -68.0% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling