-72.0%
TTD vs AUR
-17.4%
-54.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.4% | +7.3% | +3.3% |
| 7D | +3.7% | -19.8% | +23.5% | +5.7% |
| 30D | +10.4% | -29.0% | +39.5% | +13.8% |
| 3M | -31.6% | -43.6% | +12.0% | -28.4% |
| 6M | -45.1% | -36.6% | -8.5% | -44.0% |
| YTD | -65.1% | +6.3% | -71.4% | -66.8% |
| 1Y | -72.0% | -9.0% | -63.0% | -73.5% |
| All | -72.0% | -17.4% | -54.6% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling