-72.0%
TTD vs ALNY
-62.5%
-9.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.1% | +2.8% |
| 7D | +3.7% | -30.7% | +34.4% | +5.8% |
| 30D | +10.4% | -26.7% | +37.2% | +12.0% |
| 3M | -31.6% | -26.4% | -5.1% | -30.5% |
| 6M | -45.1% | -45.9% | +0.8% | -43.6% |
| YTD | -65.1% | -59.5% | -5.7% | -63.7% |
| 1Y | -72.0% | -62.0% | -10.0% | -71.3% |
| All | -72.0% | -62.5% | -9.5% | -71.3% |
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