-72.0%
TTD vs AA
+13.9%
-85.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +3.0% |
| 7D | +3.7% | +0.9% | +2.8% | +3.7% |
| 30D | +10.4% | -6.4% | +16.9% | +10.1% |
| 3M | -31.6% | -13.0% | -18.6% | -32.1% |
| 6M | -45.1% | -34.6% | -10.5% | -45.6% |
| YTD | -65.1% | -23.0% | -42.1% | -65.8% |
| 1Y | -72.0% | +16.0% | -88.0% | -72.6% |
| All | -72.0% | +13.9% | -85.9% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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