-72.0%
TTD vs ALL
+42.7%
-114.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +2.4% |
| 7D | +3.7% | +7.5% | -3.9% | +2.3% |
| 30D | +10.4% | +19.7% | -9.3% | +7.1% |
| 3M | -31.6% | +2.9% | -34.5% | -32.0% |
| 6M | -45.1% | +23.5% | -68.6% | -43.0% |
| YTD | -65.1% | +31.1% | -96.3% | -63.3% |
| 1Y | -72.0% | +40.5% | -112.5% | -69.9% |
| All | -72.0% | +42.7% | -114.7% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling