+379.4%
TTD vs ADM
+168.5%
+210.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.6% | -4.5% |
| 7D | +6.3% | +3.8% | +2.6% | +5.1% |
| 30D | -23.9% | +9.8% | -33.6% | -26.1% |
| 3M | -31.4% | +2.1% | -33.5% | -32.0% |
| 6M | -42.7% | +27.5% | -70.2% | -47.4% |
| YTD | -62.0% | +50.2% | -112.2% | -67.0% |
| 1Y | -72.2% | +40.6% | -112.8% | -75.5% |
| 3Y | -81.9% | +17.2% | -99.2% | -83.5% |
| 5Y | -81.5% | +61.9% | -143.4% | -86.1% |
| All | +379.4% | +168.5% | +210.9% | +165.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling