-72.0%
TTD vs AHR
+26.3%
-98.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +3.4% |
| 7D | +3.7% | +9.5% | -5.8% | +5.5% |
| 30D | +10.4% | +11.7% | -1.3% | +13.1% |
| 3M | -31.6% | +4.0% | -35.6% | -31.1% |
| 6M | -45.1% | +13.5% | -58.6% | -43.4% |
| YTD | -65.1% | +21.6% | -86.7% | -63.5% |
| 1Y | -72.0% | +25.1% | -97.1% | -70.2% |
| All | -72.0% | +26.3% | -98.3% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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