-72.2%
TTD vs ALNY
-40.8%
-31.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.4% |
| 7D | +6.3% | +12.2% | -5.9% | +4.9% |
| 30D | -23.9% | +16.3% | -40.2% | -25.2% |
| 3M | -31.4% | -12.4% | -19.0% | -31.4% |
| 6M | -42.7% | -18.7% | -24.0% | -42.4% |
| YTD | -62.0% | -33.1% | -28.9% | -60.5% |
| 1Y | -72.2% | -41.3% | -30.9% | -70.7% |
| All | -72.2% | -40.8% | -31.4% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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