-83.4%
TTD vs AUR
+84.2%
-167.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.1% | +2.5% |
| 7D | -0.6% | +1.4% | -2.0% | -0.7% |
| 30D | +6.3% | -6.4% | +12.7% | +6.6% |
| 3M | -24.1% | +7.7% | -31.8% | -24.8% |
| 6M | -47.4% | +44.5% | -91.9% | -49.5% |
| YTD | -62.2% | +67.4% | -129.7% | -64.1% |
| 1Y | -68.3% | +15.4% | -83.7% | -69.2% |
| 3Y | -83.4% | +94.8% | -178.3% | -87.5% |
| All | -83.4% | +84.2% | -167.7% | -87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling