-64.4%
TTD vs AG
+24.7%
-89.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.9% | +9.1% | +3.2% |
| 7D | +19.9% | +6.0% | +13.9% | +20.1% |
| 30D | +27.6% | -13.5% | +41.2% | +26.7% |
| 3M | +15.2% | -20.7% | +35.8% | +14.1% |
| 6M | -33.2% | -31.5% | -1.6% | -34.0% |
| YTD | -59.4% | -10.1% | -49.2% | -62.3% |
| 1Y | -64.4% | +26.0% | -90.4% | -68.8% |
| All | -64.4% | +24.7% | -89.1% | -68.8% |
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