-33.6%
TTD vs ALC
+31.8%
-65.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +2.3% |
| 7D | +5.2% | +4.9% | +0.3% | +1.8% |
| 30D | +6.9% | +19.0% | -12.0% | -4.7% |
| 3M | -26.8% | +7.8% | -34.6% | -31.0% |
| 6M | -46.1% | +14.6% | -60.7% | -51.3% |
| YTD | -65.9% | -4.4% | -61.5% | -65.8% |
| 1Y | -71.8% | +1.4% | -73.2% | -72.9% |
| 3Y | -83.3% | +2.5% | -85.8% | -85.5% |
| 5Y | -81.1% | -10.9% | -70.2% | -81.4% |
| All | -33.6% | +31.8% | -65.5% | -49.4% |
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