-72.2%
TTD vs AEM
+40.5%
-112.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.5% |
| 7D | +6.3% | -0.5% | +6.9% | +6.2% |
| 30D | -23.9% | +24.0% | -47.9% | -20.9% |
| 3M | -31.4% | +16.1% | -47.5% | -29.0% |
| 6M | -42.7% | -11.6% | -31.1% | -42.0% |
| YTD | -62.0% | +21.5% | -83.5% | -61.7% |
| 1Y | -72.2% | +39.2% | -111.4% | -73.0% |
| All | -72.2% | +40.5% | -112.7% | -73.0% |
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