-77.1%
TTD vs AS
+137.8%
-214.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.1% | +3.8% |
| 7D | +19.9% | +4.5% | +15.4% | +18.5% |
| 30D | +27.6% | +13.2% | +14.4% | +23.3% |
| 3M | +15.2% | -11.9% | +27.1% | +19.0% |
| 6M | -33.2% | -11.6% | -21.6% | -31.2% |
| YTD | -59.4% | -14.7% | -44.7% | -58.2% |
| 1Y | -64.4% | +5.7% | -70.1% | -66.2% |
| All | -77.1% | +137.8% | -214.8% | -83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling