-84.4%
TTD vs ABCL
-81.3%
-3.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.1% |
| 7D | +6.3% | +0.7% | +5.6% | +6.2% |
| 30D | -23.9% | +93.1% | -117.0% | -37.5% |
| 3M | -31.4% | +79.4% | -110.8% | -43.6% |
| 6M | -42.7% | +214.9% | -257.5% | -60.5% |
| YTD | -62.0% | +234.2% | -296.2% | -74.8% |
| 1Y | -72.2% | +174.8% | -247.0% | -80.9% |
| 3Y | -81.9% | +104.5% | -186.4% | -87.8% |
| 5Y | -81.5% | -39.0% | -42.5% | -83.0% |
| All | -84.4% | -81.3% | -3.2% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling