-75.9%
TTD vs ABCL
+206.1%
-282.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.3% |
| 7D | +19.9% | +2.3% | +17.6% | +19.6% |
| 30D | +27.6% | -0.7% | +28.3% | +27.5% |
| 3M | +15.2% | +33.4% | -18.2% | +10.4% |
| 6M | -33.2% | +137.8% | -171.0% | -42.0% |
| YTD | -59.4% | +264.3% | -323.7% | -67.6% |
| 1Y | -64.4% | +209.2% | -273.5% | -70.8% |
| 3Y | -75.9% | +208.4% | -284.3% | -81.7% |
| All | -75.9% | +206.1% | -282.1% | -81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling