+420.9%
TTD vs AU
+567.4%
-146.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.4% |
| 7D | +21.3% | -7.2% | +28.5% | +21.8% |
| 30D | +28.7% | -2.9% | +31.6% | +28.9% |
| 3M | +7.7% | -8.7% | +16.4% | +8.0% |
| 6M | -23.5% | -14.1% | -9.3% | -23.2% |
| YTD | -58.7% | +4.8% | -63.5% | -59.6% |
| 1Y | -63.4% | +11.9% | -75.3% | -64.4% |
| 3Y | -75.3% | +513.8% | -589.1% | -79.6% |
| 5Y | -84.4% | +379.3% | -463.6% | -87.2% |
| 10Y | +516.1% | +837.1% | -321.0% | +458.5% |
| All | +420.9% | +567.4% | -146.5% | +423.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling