-83.3%
TTD vs ALLE
+88.9%
-172.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +1.2% |
| 7D | +5.2% | -0.6% | +5.8% | +5.4% |
| 30D | +6.9% | +25.3% | -18.4% | -0.3% |
| 3M | -26.8% | +10.3% | -37.1% | -29.2% |
| 6M | -46.1% | +38.0% | -84.2% | -51.4% |
| YTD | -65.9% | +17.8% | -83.7% | -67.9% |
| 1Y | -71.8% | +13.6% | -85.4% | -73.0% |
| 3Y | -83.3% | +89.2% | -172.5% | -87.4% |
| All | -83.3% | +88.9% | -172.2% | -87.4% |
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