+396.0%
TTD vs A
+324.5%
+71.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +3.1% | +12.4% | +13.2% |
| 7D | +19.0% | +4.8% | +14.2% | +15.4% |
| 30D | +23.6% | +5.6% | +17.9% | +19.0% |
| 3M | +8.2% | +23.6% | -15.4% | -8.2% |
| 6M | -35.3% | +56.4% | -91.7% | -55.8% |
| YTD | -60.7% | +33.4% | -94.1% | -69.8% |
| 1Y | -65.3% | +23.7% | -89.0% | -71.8% |
| 3Y | -80.6% | +71.0% | -151.6% | -89.0% |
| 5Y | -84.6% | +16.8% | -101.5% | -87.6% |
| 10Y | +550.5% | +323.8% | +226.8% | +116.1% |
| All | +396.0% | +324.5% | +71.5% | +66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling