-46.1%
TTD vs ALL
+17.5%
-63.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +3.1% |
| 7D | +5.2% | -1.9% | +7.2% | +6.0% |
| 30D | +6.9% | +13.8% | -6.8% | -0.5% |
| 3M | -26.8% | -7.0% | -19.8% | -24.6% |
| 6M | -46.1% | +18.0% | -64.2% | -44.7% |
| All | -46.1% | +17.5% | -63.6% | -44.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling