-72.0%
TTD vs ALB
+4.7%
-76.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.3% | -2.4% | +3.3% |
| 7D | +3.7% | -2.1% | +5.7% | +3.5% |
| 30D | +10.4% | -9.0% | +19.4% | +9.6% |
| 3M | -31.6% | -21.1% | -10.5% | -32.8% |
| 6M | -45.1% | -49.9% | +4.8% | -46.6% |
| YTD | -65.1% | -32.3% | -32.9% | -66.2% |
| 1Y | -72.0% | +8.6% | -80.6% | -74.1% |
| All | -72.0% | +4.7% | -76.7% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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