-80.8%
TTD vs ALLE
+13.7%
-94.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -5.1% |
| 7D | +6.3% | -0.2% | +6.6% | +6.5% |
| 30D | -23.9% | -6.8% | -17.1% | -20.1% |
| 3M | -31.4% | +21.0% | -52.4% | -40.8% |
| 6M | -42.7% | +1.1% | -43.8% | -44.3% |
| YTD | -62.0% | -0.5% | -61.4% | -63.1% |
| 1Y | -72.2% | -7.3% | -65.0% | -71.6% |
| 3Y | -81.9% | +42.3% | -124.2% | -88.3% |
| All | -80.8% | +13.7% | -94.6% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling