+379.4%
TTD vs ALB
+85.4%
+294.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.4% | +0.1% | -2.8% |
| 7D | +6.3% | -8.1% | +14.4% | +9.4% |
| 30D | -23.9% | +6.3% | -30.2% | -26.3% |
| 3M | -31.4% | -23.6% | -7.8% | -25.8% |
| 6M | -42.7% | -24.6% | -18.1% | -39.6% |
| YTD | -62.0% | -10.3% | -51.7% | -63.2% |
| 1Y | -72.2% | +61.5% | -133.7% | -79.6% |
| 3Y | -81.9% | -34.0% | -48.0% | -82.7% |
| 5Y | -81.5% | -44.6% | -37.0% | -81.3% |
| All | +379.4% | +85.4% | +294.0% | +140.3% |
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