-64.4%
TTD vs ABCL
+198.8%
-263.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.3% |
| 7D | +19.9% | +2.3% | +17.6% | +19.8% |
| 30D | +27.6% | -0.7% | +28.3% | +27.6% |
| 3M | +15.2% | +33.4% | -18.2% | +13.6% |
| 6M | -33.2% | +137.8% | -171.0% | -36.5% |
| YTD | -59.4% | +264.3% | -323.7% | -63.2% |
| 1Y | -64.4% | +209.2% | -273.5% | -66.5% |
| All | -64.4% | +198.8% | -263.2% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling