+550.5%
TTD vs AR
+48.7%
+501.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +0.8% | +14.7% | +15.4% |
| 7D | +19.0% | -10.5% | +29.5% | +20.9% |
| 30D | +23.6% | +1.3% | +22.3% | +23.0% |
| 3M | +8.2% | +4.8% | +3.4% | +6.9% |
| 6M | -35.3% | +1.2% | -36.5% | -35.9% |
| YTD | -60.7% | +5.5% | -66.2% | -61.4% |
| 1Y | -65.3% | +8.1% | -73.3% | -66.1% |
| 3Y | -80.6% | +38.8% | -119.4% | -82.0% |
| 5Y | -84.6% | +78.8% | -163.5% | -86.4% |
| 10Y | +550.5% | +46.4% | +504.2% | +379.2% |
| All | +550.5% | +48.7% | +501.9% | +379.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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