-64.4%
TTD vs ALL
+32.6%
-97.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.9% | +0.4% | +2.7% |
| 7D | +19.9% | -0.1% | +20.1% | +19.9% |
| 30D | +27.6% | +13.8% | +13.8% | +24.3% |
| 3M | +15.2% | -2.8% | +17.9% | +14.5% |
| 6M | -33.2% | +23.7% | -56.9% | -30.2% |
| YTD | -59.4% | +27.3% | -86.7% | -57.4% |
| 1Y | -64.4% | +30.5% | -94.9% | -62.2% |
| All | -64.4% | +32.6% | -97.0% | -62.2% |
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