-85.1%
TTD vs ALL
+161.6%
-246.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +21.3% | +5.0% | +16.2% | +19.7% |
| 30D | +28.7% | +13.3% | +15.4% | +24.4% |
| 3M | +7.7% | +3.2% | +4.5% | +6.7% |
| 6M | -23.5% | +25.3% | -48.8% | -27.4% |
| YTD | -58.7% | +30.5% | -89.1% | -61.4% |
| 1Y | -63.4% | +29.2% | -92.6% | -65.8% |
| 3Y | -75.3% | +119.1% | -194.4% | -81.7% |
| All | -85.1% | +161.6% | -246.7% | -89.9% |
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 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