-85.4%
TTD vs ALK
-34.8%
-50.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +5.2% | +9.0% | -3.8% | +1.0% |
| 30D | +6.9% | -1.6% | +8.6% | +7.3% |
| 3M | -26.8% | -23.2% | -3.6% | -18.4% |
| 6M | -46.1% | -3.9% | -42.3% | -46.6% |
| YTD | -65.9% | -22.6% | -43.4% | -64.1% |
| 1Y | -71.8% | -5.3% | -66.5% | -73.8% |
| 3Y | -83.3% | +18.6% | -101.9% | -88.7% |
| All | -85.4% | -34.8% | -50.7% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 5y: compounded portfolio wealth divided by compounded ALK 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…
5y analysis · Full analysis span regression · 6 months rolling