+329.6%
TTD vs ALM
+1,320.8%
-991.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.9% |
| 7D | +5.2% | -6.7% | +11.9% | +5.5% |
| 30D | +6.9% | -32.9% | +39.8% | +8.5% |
| 3M | -26.8% | -39.5% | +12.7% | -25.7% |
| 6M | -46.1% | -62.0% | +15.8% | -44.5% |
| YTD | -65.9% | -7.8% | -58.1% | -66.6% |
| 1Y | -71.8% | +26.7% | -98.5% | -72.9% |
| 3Y | -83.3% | +825.4% | -908.7% | -85.9% |
| 5Y | -81.1% | +401.2% | -482.4% | -83.9% |
| 10Y | +441.7% | +2,074.0% | -1,632.3% | +307.2% |
| All | +329.6% | +1,320.8% | -991.3% | +204.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling