-80.8%
TTD vs ALB
-44.4%
-36.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.4% | +0.1% | -3.1% |
| 7D | +6.3% | -8.1% | +14.4% | +8.9% |
| 30D | -23.9% | +6.3% | -30.2% | -25.9% |
| 3M | -31.4% | -23.6% | -7.8% | -26.6% |
| 6M | -42.7% | -24.6% | -18.1% | -40.0% |
| YTD | -62.0% | -10.3% | -51.7% | -63.2% |
| 1Y | -72.2% | +61.5% | -133.7% | -79.0% |
| 3Y | -81.9% | -34.0% | -48.0% | -81.4% |
| All | -80.8% | -44.4% | -36.4% | -79.9% |
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