-80.9%
TTD vs AEM
+296.4%
-377.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -4.6% | +3.0% | -7.6% | -4.8% |
| 30D | +3.7% | +12.5% | -8.8% | +2.5% |
| 3M | -30.2% | +26.9% | -57.2% | -32.0% |
| 6M | -51.4% | -9.4% | -42.0% | -50.8% |
| YTD | -63.4% | +20.3% | -83.7% | -65.0% |
| 1Y | -73.5% | +33.8% | -107.3% | -75.3% |
| 3Y | -83.5% | +349.8% | -433.3% | -88.7% |
| 5Y | -80.9% | +301.0% | -382.0% | -87.2% |
| All | -80.9% | +296.4% | -377.3% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling