+329.6%
TTD vs ALLE
+208.4%
+121.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +1.5% |
| 7D | +5.2% | -0.6% | +5.8% | +5.6% |
| 30D | +6.9% | +25.3% | -18.4% | -7.8% |
| 3M | -26.8% | +10.3% | -37.1% | -31.6% |
| 6M | -46.1% | +38.0% | -84.2% | -57.1% |
| YTD | -65.9% | +17.8% | -83.7% | -70.5% |
| 1Y | -71.8% | +13.6% | -85.4% | -75.0% |
| 3Y | -83.3% | +89.2% | -172.5% | -90.2% |
| 5Y | -81.1% | +51.1% | -132.2% | -86.9% |
| 10Y | +441.7% | +228.1% | +213.6% | +106.3% |
| All | +329.6% | +208.4% | +121.2% | +87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling