+527.9%
TTD vs AG
+72.5%
+455.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.8% | +3.8% |
| 7D | +20.8% | -4.0% | +24.8% | +21.3% |
| 30D | +33.8% | -13.1% | +46.9% | +35.7% |
| 3M | +17.8% | -22.0% | +39.9% | +20.5% |
| 6M | -25.7% | -37.3% | +11.5% | -22.8% |
| YTD | -57.9% | -11.2% | -46.7% | -59.0% |
| 1Y | -63.8% | +23.9% | -87.8% | -66.5% |
| 3Y | -75.0% | +225.1% | -300.2% | -80.7% |
| 5Y | -82.5% | +7.7% | -90.3% | -85.0% |
| 10Y | +527.9% | +86.9% | +441.0% | +412.3% |
| All | +527.9% | +72.5% | +455.4% | +412.3% |
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