-80.8%
TTD vs AU
+673.1%
-753.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +0.9% |
| 7D | -7.4% | -7.0% | -0.4% | -7.0% |
| 30D | +3.0% | +7.3% | -4.3% | +2.4% |
| 3M | -27.6% | +33.2% | -60.8% | -29.5% |
| 6M | -49.5% | -0.6% | -48.9% | -49.8% |
| YTD | -63.2% | +26.2% | -89.4% | -64.8% |
| 1Y | -69.7% | +68.3% | -138.0% | -72.4% |
| 3Y | -83.3% | +592.1% | -675.5% | -88.4% |
| 5Y | -80.8% | +685.3% | -766.1% | -87.7% |
| All | -80.8% | +673.1% | -753.9% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling