-75.9%
TTD vs ALLE
+92.8%
-168.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.5% |
| 7D | +19.9% | +0.1% | +19.8% | +20.0% |
| 30D | +27.6% | +25.9% | +1.7% | +18.3% |
| 3M | +15.2% | +14.9% | +0.3% | +9.8% |
| 6M | -33.2% | +42.1% | -75.3% | -40.7% |
| YTD | -59.4% | +20.4% | -79.8% | -62.1% |
| 1Y | -64.4% | +14.9% | -79.2% | -66.0% |
| 3Y | -75.9% | +90.1% | -166.0% | -83.8% |
| All | -75.9% | +92.8% | -168.7% | -83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling