-76.2%
TTD vs AS
+131.9%
-208.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.1% | +4.3% |
| 7D | +20.8% | -3.0% | +23.8% | +21.9% |
| 30D | +33.8% | +9.6% | +24.3% | +30.4% |
| 3M | +17.8% | -8.2% | +26.0% | +20.4% |
| 6M | -25.7% | -9.9% | -15.8% | -24.0% |
| YTD | -57.9% | -16.8% | -41.1% | -56.4% |
| 1Y | -63.8% | +3.0% | -66.8% | -65.4% |
| All | -76.2% | +131.9% | -208.2% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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