-30.6%
TTD vs AA
-34.3%
+3.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +5.8% | +9.7% | +16.0% |
| 7D | +19.0% | +4.8% | +14.2% | +19.3% |
| 30D | +23.6% | -0.6% | +24.2% | +22.8% |
| 3M | +8.2% | -16.3% | +24.5% | +4.2% |
| All | -30.6% | -34.3% | +3.7% | -32.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling