+329.6%
TTD vs AG
+29.0%
+300.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.7% |
| 7D | +5.2% | +6.3% | -1.1% | +4.5% |
| 30D | +6.9% | -8.9% | +15.9% | +7.9% |
| 3M | -26.8% | -12.2% | -14.6% | -26.3% |
| 6M | -46.1% | -28.3% | -17.8% | -44.9% |
| YTD | -65.9% | -8.8% | -57.1% | -66.9% |
| 1Y | -71.8% | +39.4% | -111.2% | -74.3% |
| 3Y | -83.3% | +229.4% | -312.7% | -87.1% |
| 5Y | -81.1% | +14.5% | -95.7% | -83.9% |
| 10Y | +441.7% | +82.7% | +359.0% | +320.2% |
| All | +329.6% | +29.0% | +300.6% | +308.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling