-78.5%
TTD vs AS
+120.4%
-198.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.6% | -8.0% | -5.4% |
| 7D | +6.3% | -4.9% | +11.2% | +7.7% |
| 30D | -23.9% | -19.6% | -4.3% | -19.3% |
| 3M | -31.4% | -14.4% | -17.0% | -28.7% |
| 6M | -42.7% | -20.1% | -22.5% | -39.6% |
| YTD | -62.0% | -20.9% | -41.0% | -60.0% |
| 1Y | -72.2% | -21.9% | -50.3% | -70.9% |
| All | -78.5% | +120.4% | -198.9% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling