+508.5%
TTD vs AA
+42.1%
+466.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.1% | +1.9% |
| 7D | +21.3% | +0.5% | +20.8% | +21.2% |
| 30D | +28.7% | -0.6% | +29.3% | +28.8% |
| 3M | +7.7% | -19.7% | +27.3% | +14.3% |
| 6M | -23.5% | -41.6% | +18.1% | -12.6% |
| YTD | -58.7% | -24.6% | -34.1% | -57.5% |
| 1Y | -63.4% | +4.9% | -68.3% | -66.5% |
| 3Y | -75.3% | +66.8% | -142.1% | -81.9% |
| 5Y | -84.4% | -19.4% | -65.0% | -86.1% |
| All | +508.5% | +42.1% | +466.3% | +289.5% |
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