+361.1%
TTD vs ALM
+3,107.3%
-2,746.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.8% |
| 7D | -4.6% | +3.6% | -8.2% | -4.8% |
| 30D | +3.7% | +33.8% | -30.1% | +2.3% |
| 3M | -30.2% | +14.8% | -45.0% | -31.0% |
| 6M | -51.4% | -7.0% | -44.4% | -51.7% |
| YTD | -63.4% | +108.1% | -171.5% | -65.2% |
| 1Y | -73.5% | +313.8% | -387.3% | -75.8% |
| 3Y | -83.5% | +2,227.6% | -2,311.1% | -86.6% |
| 5Y | -80.9% | +956.6% | -1,037.6% | -84.1% |
| All | +361.1% | +3,107.3% | -2,746.2% | +217.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling