-82.9%
TTD vs AG
+274.2%
-357.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -4.3% |
| 7D | +6.3% | +1.0% | +5.3% | +6.3% |
| 30D | -23.9% | +19.2% | -43.1% | -24.8% |
| 3M | -31.4% | +6.2% | -37.5% | -31.8% |
| 6M | -42.7% | -26.7% | -16.0% | -41.7% |
| YTD | -62.0% | +26.1% | -88.1% | -63.9% |
| 1Y | -72.2% | +131.7% | -203.9% | -75.7% |
| All | -82.9% | +274.2% | -357.1% | -86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling