+329.6%
TTD vs AR
+33.8%
+295.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.8% | +1.1% |
| 7D | +5.2% | -14.3% | +19.5% | +7.5% |
| 30D | +6.9% | +1.4% | +5.5% | +6.4% |
| 3M | -26.8% | +3.4% | -30.2% | -27.5% |
| 6M | -46.1% | -2.1% | -44.1% | -46.4% |
| YTD | -65.9% | +4.7% | -70.6% | -66.6% |
| 1Y | -71.8% | +10.6% | -82.4% | -72.6% |
| 3Y | -83.3% | +24.6% | -107.9% | -84.3% |
| 5Y | -81.1% | +71.9% | -153.0% | -83.3% |
| 10Y | +441.7% | +46.4% | +395.3% | +311.9% |
| All | +329.6% | +33.8% | +295.7% | +248.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling