+508.5%
TTD vs AEM
+412.5%
+96.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | +21.3% | -6.8% | +28.1% | +22.2% |
| 30D | +28.7% | +0.8% | +27.9% | +28.5% |
| 3M | +7.7% | -0.8% | +8.5% | +7.5% |
| 6M | -23.5% | -8.5% | -15.0% | -23.2% |
| YTD | -58.7% | +5.9% | -64.6% | -59.9% |
| 1Y | -63.4% | +6.6% | -70.0% | -64.6% |
| 3Y | -75.3% | +302.2% | -377.5% | -81.3% |
| 5Y | -84.4% | +250.8% | -335.2% | -88.1% |
| All | +508.5% | +412.5% | +96.0% | +363.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling