+361.1%
TTD vs ALNY
+230.2%
+130.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -4.6% | -3.5% | -1.1% | -3.7% |
| 30D | +3.7% | +18.9% | -15.2% | -1.0% |
| 3M | -30.2% | -13.3% | -16.9% | -28.8% |
| 6M | -51.4% | -20.3% | -31.1% | -49.6% |
| YTD | -63.4% | -35.1% | -28.3% | -60.1% |
| 1Y | -73.5% | -46.5% | -27.0% | -69.6% |
| 3Y | -83.5% | +28.1% | -111.5% | -85.8% |
| 5Y | -80.9% | +36.1% | -117.0% | -84.5% |
| All | +361.1% | +230.2% | +130.9% | +193.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling