-79.4%
TTD vs AHR
+356.1%
-435.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.8% |
| 7D | -0.6% | -2.1% | +1.5% | -0.3% |
| 30D | +6.3% | +1.9% | +4.4% | +5.9% |
| 3M | -24.1% | +15.7% | -39.8% | -26.8% |
| 6M | -47.4% | +2.5% | -49.9% | -47.9% |
| YTD | -62.2% | +15.0% | -77.2% | -64.1% |
| 1Y | -68.3% | +28.1% | -96.4% | -71.2% |
| All | -79.4% | +356.1% | -435.5% | -91.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling