-79.9%
TTD vs AHR
+364.8%
-444.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | +1.7% | -3.4% | +5.2% | +2.3% |
| 30D | +1.6% | -3.8% | +5.4% | +2.2% |
| 3M | -27.8% | +20.1% | -47.9% | -30.9% |
| 6M | -52.1% | +7.1% | -59.2% | -53.1% |
| YTD | -63.1% | +17.2% | -80.3% | -65.0% |
| 1Y | -73.1% | +30.4% | -103.4% | -75.6% |
| All | -79.9% | +364.8% | -444.6% | -91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling