-80.8%
TTD vs AUR
-36.2%
-44.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.3% | +1.2% |
| 7D | -7.4% | +0.2% | -7.6% | -7.5% |
| 30D | +3.0% | -8.9% | +11.9% | +4.6% |
| 3M | -27.6% | +4.6% | -32.2% | -29.1% |
| 6M | -49.5% | +44.9% | -94.3% | -54.8% |
| YTD | -63.2% | +64.8% | -128.0% | -68.1% |
| 1Y | -69.7% | +16.4% | -86.1% | -72.0% |
| 3Y | -83.3% | +85.1% | -168.4% | -90.0% |
| 5Y | -80.8% | -36.1% | -44.7% | -87.0% |
| All | -80.8% | -36.2% | -44.6% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling