-63.4%
TTD vs AG
+7.9%
-71.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.3% |
| 7D | +21.3% | -10.0% | +31.2% | +21.0% |
| 30D | +28.7% | -10.5% | +39.2% | +28.3% |
| 3M | +7.7% | -27.3% | +35.0% | +6.5% |
| 6M | -23.5% | -43.0% | +19.5% | -24.8% |
| YTD | -58.7% | -17.9% | -40.8% | -61.8% |
| 1Y | -63.4% | +11.9% | -75.3% | -67.3% |
| All | -63.4% | +7.9% | -71.3% | -67.3% |
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 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