-83.9%
TTD vs AU
+574.0%
-657.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +0.7% |
| 7D | -7.4% | -7.0% | -0.4% | -7.3% |
| 30D | +3.0% | +7.3% | -4.3% | +2.9% |
| 3M | -27.6% | +33.2% | -60.8% | -28.4% |
| 6M | -49.5% | -0.6% | -48.9% | -49.4% |
| YTD | -63.2% | +26.2% | -89.4% | -64.3% |
| 1Y | -69.7% | +68.3% | -138.0% | -71.8% |
| All | -83.9% | +574.0% | -657.8% | -88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling