-72.2%
TTD vs ALLE
-5.8%
-66.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -4.4% |
| 7D | +6.3% | -0.2% | +6.6% | +6.3% |
| 30D | -23.9% | -6.8% | -17.1% | -24.1% |
| 3M | -31.4% | +21.0% | -52.4% | -30.0% |
| 6M | -42.7% | +1.1% | -43.8% | -43.1% |
| YTD | -62.0% | -0.5% | -61.4% | -61.9% |
| 1Y | -72.2% | -7.3% | -65.0% | -71.5% |
| All | -72.2% | -5.8% | -66.4% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling