-72.0%
TTD vs ALLE
+18.6%
-90.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.7% |
| 7D | +3.7% | +6.7% | -3.0% | +3.2% |
| 30D | +10.4% | +25.4% | -15.0% | +9.0% |
| 3M | -31.6% | +16.9% | -48.5% | -32.7% |
| 6M | -45.1% | +46.6% | -91.7% | -44.6% |
| YTD | -65.1% | +22.4% | -87.6% | -65.4% |
| 1Y | -72.0% | +17.7% | -89.7% | -71.8% |
| All | -72.0% | +18.6% | -90.6% | -71.8% |
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