-85.4%
TTD vs AR
+71.8%
-157.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.8% | +1.1% |
| 7D | +5.2% | -14.3% | +19.5% | +9.0% |
| 30D | +6.9% | +1.4% | +5.5% | +6.0% |
| 3M | -26.8% | +3.4% | -30.2% | -28.0% |
| 6M | -46.1% | -2.1% | -44.1% | -46.5% |
| YTD | -65.9% | +4.7% | -70.6% | -67.1% |
| 1Y | -71.8% | +10.6% | -82.4% | -73.3% |
| 3Y | -83.3% | +24.6% | -107.9% | -85.2% |
| All | -85.4% | +71.8% | -157.2% | -88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling