+379.4%
TTD vs A
+254.9%
+124.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.8% |
| 7D | +6.3% | -1.9% | +8.3% | +7.8% |
| 30D | -23.9% | +6.9% | -30.8% | -28.4% |
| 3M | -31.4% | +9.2% | -40.6% | -36.8% |
| 6M | -42.7% | +25.7% | -68.4% | -54.3% |
| YTD | -62.0% | +11.5% | -73.5% | -66.6% |
| 1Y | -72.2% | +18.4% | -90.6% | -77.0% |
| 3Y | -81.9% | +26.6% | -108.6% | -87.0% |
| 5Y | -81.5% | -12.8% | -68.7% | -81.1% |
| All | +379.4% | +254.9% | +124.5% | +84.1% |
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