-72.0%
TTD vs ALM
+44.8%
-116.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.9% |
| 7D | +3.7% | -6.4% | +10.1% | +3.4% |
| 30D | +10.4% | -35.0% | +45.4% | +8.6% |
| 3M | -31.6% | -33.8% | +2.2% | -32.6% |
| 6M | -45.1% | -55.0% | +9.9% | -45.6% |
| YTD | -65.1% | -0.2% | -64.9% | -66.8% |
| 1Y | -72.0% | +41.8% | -113.8% | -73.4% |
| All | -72.0% | +44.8% | -116.8% | -73.4% |
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