+376.4%
TTD vs AU
+707.6%
-331.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.6% |
| 7D | -0.6% | -4.3% | +3.6% | -0.4% |
| 30D | +6.3% | +7.3% | -1.0% | +5.8% |
| 3M | -24.1% | +26.3% | -50.5% | -25.4% |
| 6M | -47.4% | +1.8% | -49.2% | -47.8% |
| YTD | -62.2% | +26.8% | -89.0% | -63.4% |
| 1Y | -68.3% | +66.7% | -135.0% | -70.1% |
| 3Y | -83.4% | +579.1% | -662.5% | -86.4% |
| 5Y | -80.3% | +689.3% | -769.6% | -84.2% |
| All | +376.4% | +707.6% | -331.2% | +374.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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