-68.3%
TTD vs AEM
+32.6%
-100.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.8% | +2.9% |
| 7D | -0.6% | -2.1% | +1.5% | -0.9% |
| 30D | +6.3% | +8.4% | -2.1% | +7.9% |
| 3M | -24.1% | +27.3% | -51.4% | -20.8% |
| 6M | -47.4% | -9.7% | -37.8% | -46.8% |
| YTD | -62.2% | +19.0% | -81.2% | -62.0% |
| 1Y | -68.3% | +31.5% | -99.8% | -68.3% |
| All | -68.3% | +32.6% | -100.9% | -68.3% |
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