+379.4%
TTD vs ALL
+375.7%
+3.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.0% | -3.8% |
| 7D | +6.3% | 0.0% | +6.3% | +6.4% |
| 30D | -23.9% | -1.5% | -22.4% | -23.3% |
| 3M | -31.4% | +23.6% | -55.0% | -37.5% |
| 6M | -42.7% | +22.3% | -65.0% | -47.7% |
| YTD | -62.0% | +26.5% | -88.5% | -66.1% |
| 1Y | -72.2% | +27.0% | -99.2% | -75.4% |
| 3Y | -81.9% | +149.6% | -231.5% | -89.5% |
| 5Y | -81.5% | +118.1% | -199.6% | -88.7% |
| All | +379.4% | +375.7% | +3.7% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling