-25.9%
TTD vs ALC
+24.0%
-49.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -2.9% |
| 7D | +6.3% | -2.1% | +8.4% | +7.9% |
| 30D | -23.9% | -0.1% | -23.8% | -24.3% |
| 3M | -31.4% | +5.9% | -37.3% | -34.5% |
| 6M | -42.7% | -15.9% | -26.7% | -36.9% |
| YTD | -62.0% | -10.1% | -51.9% | -60.1% |
| 1Y | -72.2% | -10.2% | -62.0% | -71.0% |
| 3Y | -81.9% | -13.6% | -68.4% | -82.0% |
| 5Y | -81.5% | -15.1% | -66.4% | -81.2% |
| All | -25.9% | +24.0% | -49.9% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling