-85.4%
TTD vs ALM
+396.4%
-481.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.9% |
| 7D | +5.2% | -6.7% | +11.9% | +5.4% |
| 30D | +6.9% | -32.9% | +39.8% | +7.8% |
| 3M | -26.8% | -39.5% | +12.7% | -26.3% |
| 6M | -46.1% | -62.0% | +15.8% | -45.0% |
| YTD | -65.9% | -7.8% | -58.1% | -66.7% |
| 1Y | -71.8% | +26.7% | -98.5% | -72.9% |
| 3Y | -83.3% | +825.4% | -908.7% | -85.6% |
| All | -85.4% | +396.4% | -481.8% | -87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling