-73.1%
TTD vs ALL
+28.5%
-101.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.5% | -2.8% |
| 7D | +1.7% | -1.7% | +3.5% | +1.8% |
| 30D | +1.6% | -4.7% | +6.3% | +1.5% |
| 3M | -27.8% | +18.4% | -46.2% | -23.8% |
| 6M | -52.1% | +20.5% | -72.6% | -49.3% |
| YTD | -63.1% | +23.5% | -86.6% | -60.4% |
| 1Y | -73.1% | +29.0% | -102.0% | -69.6% |
| All | -73.1% | +28.5% | -101.6% | -69.6% |
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