-80.8%
TTD vs AA
+10.5%
-91.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.7% |
| 7D | +6.3% | -0.7% | +7.0% | +6.6% |
| 30D | -23.9% | +5.0% | -28.9% | -25.8% |
| 3M | -31.4% | -35.8% | +4.4% | -22.1% |
| 6M | -42.7% | -18.4% | -24.3% | -41.6% |
| YTD | -62.0% | -5.5% | -56.5% | -63.6% |
| 1Y | -72.2% | +61.0% | -133.2% | -78.7% |
| 3Y | -81.9% | +66.2% | -148.2% | -87.6% |
| All | -80.8% | +10.5% | -91.3% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling