+364.1%
TTD vs AEM
+344.9%
+19.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.6% | +1.0% |
| 7D | -7.4% | -5.0% | -2.4% | -6.9% |
| 30D | +3.0% | +8.5% | -5.4% | +2.0% |
| 3M | -27.6% | +29.3% | -56.9% | -30.1% |
| 6M | -49.5% | -12.9% | -36.6% | -48.9% |
| YTD | -63.2% | +16.8% | -80.0% | -64.6% |
| 1Y | -69.7% | +29.8% | -99.6% | -71.5% |
| 3Y | -83.3% | +336.7% | -420.1% | -87.4% |
| 5Y | -80.8% | +299.9% | -380.7% | -85.6% |
| All | +364.1% | +344.9% | +19.2% | +282.2% |
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 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