+365.8%
TTD vs AA
+138.4%
+227.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.5% | -6.4% | -3.9% |
| 7D | +1.7% | +1.7% | +0.1% | +1.2% |
| 30D | +1.6% | +3.3% | -1.7% | +0.1% |
| 3M | -27.8% | -29.4% | +1.6% | -21.3% |
| 6M | -52.1% | -12.8% | -39.3% | -52.1% |
| YTD | -63.1% | -2.1% | -60.9% | -64.7% |
| 1Y | -73.1% | +62.8% | -135.8% | -78.6% |
| 3Y | -83.3% | +90.5% | -173.8% | -88.1% |
| 5Y | -80.6% | +19.1% | -99.7% | -84.6% |
| All | +365.8% | +138.4% | +227.3% | +187.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling