-85.4%
TTD vs ALL
+143.1%
-228.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +2.1% |
| 7D | +5.2% | -1.9% | +7.2% | +5.7% |
| 30D | +6.9% | +13.8% | -6.8% | +3.3% |
| 3M | -26.8% | -7.0% | -19.8% | -25.5% |
| 6M | -46.1% | +18.0% | -64.2% | -48.1% |
| YTD | -65.9% | +24.2% | -90.1% | -67.7% |
| 1Y | -71.8% | +31.2% | -103.0% | -73.8% |
| 3Y | -83.3% | +107.5% | -190.8% | -87.4% |
| All | -85.4% | +143.1% | -228.5% | -89.3% |
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