+500.3%
TTD vs AR
+57.2%
+443.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.4% |
| 7D | +20.8% | +6.4% | +14.4% | +19.7% |
| 30D | +27.1% | +3.1% | +24.0% | +26.2% |
| 3M | +14.7% | +3.3% | +11.4% | +13.7% |
| 6M | -26.8% | +6.6% | -33.4% | -28.0% |
| YTD | -59.2% | +12.3% | -71.6% | -60.4% |
| 1Y | -64.7% | +12.3% | -77.0% | -65.7% |
| 3Y | -75.8% | +50.4% | -126.3% | -77.8% |
| 5Y | -84.6% | +101.0% | -185.6% | -86.6% |
| All | +500.3% | +57.2% | +443.1% | +354.7% |
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