-72.0%
TTD vs AEM
+17.3%
-89.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.7% | -6.8% | +3.9% |
| 7D | +3.7% | +0.2% | +3.5% | +3.5% |
| 30D | +10.4% | +0.1% | +10.4% | +10.1% |
| 3M | -31.6% | +22.1% | -53.7% | -29.3% |
| 6M | -45.1% | +2.4% | -47.5% | -44.2% |
| YTD | -65.1% | +8.9% | -74.1% | -66.8% |
| 1Y | -72.0% | +18.7% | -90.7% | -74.2% |
| All | -72.0% | +17.3% | -89.3% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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