+361.1%
TTD vs AG
+80.2%
+281.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.2% |
| 7D | -4.6% | -0.1% | -4.5% | -4.6% |
| 30D | +3.7% | +12.5% | -8.8% | +2.2% |
| 3M | -30.2% | +28.2% | -58.4% | -32.6% |
| 6M | -51.4% | -18.8% | -32.6% | -51.0% |
| YTD | -63.4% | +27.4% | -90.8% | -65.7% |
| 1Y | -73.5% | +132.2% | -205.7% | -77.4% |
| 3Y | -83.5% | +286.9% | -370.3% | -87.4% |
| 5Y | -80.9% | +72.8% | -153.7% | -84.4% |
| All | +361.1% | +80.2% | +281.0% | +324.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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