+527.9%
TTD vs ALLE
+212.2%
+315.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.1% |
| 7D | +20.8% | -0.8% | +21.6% | +21.7% |
| 30D | +33.8% | +27.4% | +6.5% | +14.7% |
| 3M | +17.8% | +13.8% | +4.0% | +8.2% |
| 6M | -25.7% | +45.5% | -71.2% | -42.6% |
| YTD | -57.9% | +21.4% | -79.3% | -64.1% |
| 1Y | -63.8% | +15.4% | -79.2% | -68.1% |
| 3Y | -75.0% | +91.7% | -166.7% | -85.3% |
| 5Y | -82.5% | +54.5% | -137.1% | -88.0% |
| 10Y | +527.9% | +210.5% | +317.4% | +191.7% |
| All | +527.9% | +212.2% | +315.7% | +191.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling