-85.4%
TTD vs ALB
-61.7%
-23.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | +5.2% | +9.1% | -3.9% | +2.7% |
| 30D | +6.9% | -3.4% | +10.4% | +7.8% |
| 3M | -26.8% | -20.6% | -6.2% | -22.9% |
| 6M | -46.1% | -48.2% | +2.0% | -36.3% |
| YTD | -65.9% | -29.2% | -36.7% | -64.9% |
| 1Y | -71.8% | +10.0% | -81.8% | -75.4% |
| 3Y | -83.3% | -12.9% | -70.4% | -86.5% |
| All | -85.4% | -61.7% | -23.7% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling