-46.1%
TTD vs AR
-4.6%
-41.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.8% | +0.8% |
| 7D | +5.2% | -14.3% | +19.5% | +2.8% |
| 30D | +6.9% | +1.4% | +5.5% | +6.1% |
| 3M | -26.8% | +3.4% | -30.2% | -26.8% |
| 6M | -46.1% | -2.1% | -44.1% | -44.8% |
| All | -46.1% | -4.6% | -41.6% | -44.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling