-64.7%
TTD vs AG
+15.8%
-80.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.3% | +2.1% | -3.3% |
| 7D | +20.8% | -6.0% | +26.8% | +20.6% |
| 30D | +27.1% | -14.3% | +41.4% | +26.4% |
| 3M | +14.7% | -26.9% | +41.6% | +13.4% |
| 6M | -26.8% | -42.1% | +15.3% | -28.1% |
| YTD | -59.2% | -15.9% | -43.4% | -62.4% |
| 1Y | -64.7% | +11.5% | -76.2% | -68.5% |
| All | -64.7% | +15.8% | -80.5% | -68.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling