-82.3%
TTD vs AR
+40.7%
-123.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.2% |
| 7D | +6.3% | +2.5% | +3.8% | +5.7% |
| 30D | -23.9% | +14.8% | -38.7% | -26.5% |
| 3M | -31.4% | +6.2% | -37.6% | -32.6% |
| 6M | -42.7% | +4.3% | -47.0% | -43.8% |
| YTD | -62.0% | +14.4% | -76.4% | -63.8% |
| 1Y | -72.2% | +21.3% | -93.5% | -74.2% |
| All | -82.3% | +40.7% | -123.0% | -85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling