+329.6%
TTD vs ALL
+367.0%
-37.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +2.9% |
| 7D | +5.2% | -1.9% | +7.2% | +6.0% |
| 30D | +6.9% | +13.8% | -6.8% | +0.8% |
| 3M | -26.8% | -7.0% | -19.8% | -24.4% |
| 6M | -46.1% | +18.0% | -64.2% | -50.1% |
| YTD | -65.9% | +24.2% | -90.1% | -69.4% |
| 1Y | -71.8% | +31.2% | -103.0% | -75.4% |
| 3Y | -83.3% | +107.5% | -190.8% | -89.2% |
| 5Y | -81.1% | +144.8% | -225.9% | -89.3% |
| 10Y | +441.7% | +375.8% | +65.9% | +73.9% |
| All | +329.6% | +367.0% | -37.4% | +42.6% |
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