-83.3%
TTD vs ALC
+2.3%
-85.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.6% |
| 7D | +5.2% | +4.9% | +0.3% | +3.6% |
| 30D | +6.9% | +19.0% | -12.0% | +1.6% |
| 3M | -26.8% | +7.8% | -34.6% | -28.7% |
| 6M | -46.1% | +14.6% | -60.7% | -48.4% |
| YTD | -65.9% | -4.4% | -61.5% | -66.0% |
| 1Y | -71.8% | +1.4% | -73.2% | -72.3% |
| 3Y | -83.3% | +2.5% | -85.8% | -84.3% |
| All | -83.3% | +2.3% | -85.6% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling