+365.8%
TTD vs ASX
+945.7%
-580.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.1% | -8.9% | -5.7% |
| 7D | +1.7% | +6.3% | -4.6% | -1.4% |
| 30D | +1.6% | +6.4% | -4.8% | -2.1% |
| 3M | -27.8% | +13.1% | -41.0% | -35.9% |
| 6M | -52.1% | +90.3% | -142.4% | -69.2% |
| YTD | -63.1% | +149.6% | -212.7% | -80.0% |
| 1Y | -73.1% | +249.2% | -322.2% | -88.3% |
| 3Y | -83.3% | +445.9% | -529.2% | -94.9% |
| 5Y | -80.6% | +477.7% | -558.3% | -94.4% |
| All | +365.8% | +945.7% | -580.0% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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