+376.4%
TTD vs ALNY
+218.3%
+158.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.2% | +2.5% |
| 7D | -0.6% | -6.5% | +5.9% | +1.1% |
| 30D | +6.3% | +11.0% | -4.7% | +3.3% |
| 3M | -24.1% | -14.1% | -10.1% | -22.5% |
| 6M | -47.4% | -22.4% | -25.0% | -45.1% |
| YTD | -62.2% | -37.5% | -24.8% | -58.4% |
| 1Y | -68.3% | -46.9% | -21.4% | -63.6% |
| 3Y | -83.4% | +22.1% | -105.5% | -85.6% |
| 5Y | -80.3% | +31.2% | -111.5% | -83.8% |
| All | +376.4% | +218.3% | +158.1% | +206.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling