-84.0%
TTD vs AEM
+344.0%
-428.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -4.6% | +3.0% | -7.6% | -4.6% |
| 30D | +3.7% | +12.5% | -8.8% | +3.9% |
| 3M | -30.2% | +26.9% | -57.2% | -30.1% |
| 6M | -51.4% | -9.4% | -42.0% | -50.7% |
| YTD | -63.4% | +20.3% | -83.7% | -64.1% |
| 1Y | -73.5% | +33.8% | -107.3% | -74.5% |
| All | -84.0% | +344.0% | -428.0% | -88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling