-73.1%
TTD vs ALM
+347.8%
-420.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +8.8% | -11.7% | -2.7% |
| 7D | +1.7% | +8.4% | -6.7% | +1.9% |
| 30D | +1.6% | +34.8% | -33.2% | +1.9% |
| 3M | -27.8% | +16.2% | -44.1% | -27.4% |
| 6M | -52.1% | +2.1% | -54.3% | -51.9% |
| YTD | -63.1% | +117.0% | -180.1% | -65.0% |
| 1Y | -73.1% | +313.9% | -386.9% | -77.8% |
| All | -73.1% | +347.8% | -420.8% | -77.8% |
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