-73.1%
TTD vs AG
+123.1%
-196.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.9% |
| 7D | +1.7% | +4.5% | -2.7% | +1.9% |
| 30D | +1.6% | +12.9% | -11.3% | +2.1% |
| 3M | -27.8% | +20.9% | -48.8% | -27.2% |
| 6M | -52.1% | -19.5% | -32.6% | -52.0% |
| YTD | -63.1% | +24.8% | -87.9% | -64.1% |
| 1Y | -73.1% | +120.2% | -193.3% | -74.9% |
| All | -73.1% | +123.1% | -196.1% | -74.9% |
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