-72.2%
TTD vs ALM
+318.3%
-390.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.4% |
| 7D | +6.3% | -2.6% | +8.9% | +6.3% |
| 30D | -23.9% | +32.0% | -55.9% | -23.8% |
| 3M | -31.4% | -15.0% | -16.3% | -30.4% |
| 6M | -42.7% | -10.1% | -32.5% | -42.3% |
| YTD | -62.0% | +99.4% | -161.4% | -63.9% |
| 1Y | -72.2% | +316.4% | -388.6% | -76.4% |
| All | -72.2% | +318.3% | -390.5% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling