-72.0%
TTD vs ADM
+29.8%
-101.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.5% | +2.9% |
| 7D | +3.7% | -8.3% | +12.0% | +3.3% |
| 30D | +10.4% | -14.1% | +24.5% | +9.8% |
| 3M | -31.6% | -10.7% | -20.8% | -31.8% |
| 6M | -45.1% | -5.9% | -39.2% | -44.8% |
| YTD | -65.1% | +25.8% | -90.9% | -63.5% |
| 1Y | -72.0% | +21.3% | -93.3% | -70.7% |
| All | -72.0% | +29.8% | -101.8% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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