-80.0%
TTD vs ADM
+64.7%
-144.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.6% | -4.4% |
| 7D | +6.3% | +3.8% | +2.6% | +5.8% |
| 30D | -23.9% | +9.8% | -33.6% | -24.8% |
| 3M | -31.4% | +2.1% | -33.5% | -31.7% |
| 6M | -42.7% | +27.5% | -70.2% | -44.6% |
| YTD | -62.0% | +50.2% | -112.2% | -64.2% |
| 1Y | -72.2% | +40.6% | -112.8% | -73.6% |
| 3Y | -81.9% | +17.2% | -99.2% | -82.5% |
| All | -80.0% | +64.7% | -144.7% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling