-65.5%
TTD vs ALM
+21.0%
-86.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +8.1% | +7.4% | +15.6% |
| 7D | +19.0% | +0.7% | +18.2% | +18.8% |
| 30D | +23.6% | -26.1% | +49.7% | +22.3% |
| 3M | +8.2% | -38.1% | +46.3% | +6.5% |
| 6M | -35.3% | -55.4% | +20.1% | -35.7% |
| YTD | -60.7% | -0.4% | -60.3% | -63.7% |
| All | -65.5% | +21.0% | -86.5% | -68.9% |
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