+396.0%
TTD vs AA
+93.2%
+302.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +5.8% | +9.7% | +13.8% |
| 7D | +19.0% | +4.8% | +14.2% | +17.5% |
| 30D | +23.6% | -0.6% | +24.2% | +23.7% |
| 3M | +8.2% | -16.3% | +24.5% | +13.2% |
| 6M | -35.3% | -33.4% | -1.9% | -29.2% |
| YTD | -60.7% | -20.7% | -40.0% | -60.1% |
| 1Y | -65.3% | +12.9% | -78.2% | -68.9% |
| 3Y | -80.6% | +75.7% | -156.3% | -85.9% |
| 5Y | -84.6% | -6.8% | -77.8% | -86.8% |
| 10Y | +550.5% | +53.6% | +496.9% | +309.7% |
| All | +396.0% | +93.2% | +302.8% | +224.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling