-80.8%
TTD vs ALL
+118.4%
-199.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.0% | -4.0% |
| 7D | +6.3% | 0.0% | +6.3% | +6.4% |
| 30D | -23.9% | -1.5% | -22.4% | -23.5% |
| 3M | -31.4% | +23.6% | -55.0% | -34.6% |
| 6M | -42.7% | +22.3% | -65.0% | -45.4% |
| YTD | -62.0% | +26.5% | -88.5% | -64.2% |
| 1Y | -72.2% | +27.0% | -99.2% | -73.9% |
| 3Y | -81.9% | +149.6% | -231.5% | -87.6% |
| All | -80.8% | +118.4% | -199.3% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling