+430.9%
TTD vs ALB
+41.3%
+389.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.3% |
| 7D | +20.8% | +1.1% | +19.7% | +20.2% |
| 30D | +33.8% | -2.6% | +36.4% | +34.7% |
| 3M | +17.8% | -25.6% | +43.4% | +29.2% |
| 6M | -25.7% | -54.0% | +28.3% | -4.9% |
| YTD | -57.9% | -31.6% | -26.3% | -55.6% |
| 1Y | -63.8% | -6.6% | -57.3% | -66.6% |
| 3Y | -75.0% | -14.0% | -61.0% | -80.0% |
| 5Y | -82.5% | -62.5% | -20.0% | -79.6% |
| 10Y | +527.9% | +36.3% | +491.6% | +266.8% |
| All | +430.9% | +41.3% | +389.6% | +190.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling