-72.2%
TTD vs AHR
+33.1%
-105.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -5.0% |
| 7D | +6.3% | -1.5% | +7.8% | +5.8% |
| 30D | -23.9% | -1.4% | -22.5% | -23.9% |
| 3M | -31.4% | +18.6% | -50.0% | -27.3% |
| 6M | -42.7% | +6.6% | -49.2% | -41.0% |
| YTD | -62.0% | +17.5% | -79.5% | -59.5% |
| 1Y | -72.2% | +30.9% | -103.1% | -68.4% |
| All | -72.2% | +33.1% | -105.3% | -68.4% |
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