-71.4%
TTD vs AUR
-34.9%
-36.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.7% | -5.5% | -3.4% |
| 7D | +1.7% | +19.2% | -17.5% | -1.8% |
| 30D | +1.6% | -7.8% | +9.4% | +2.9% |
| 3M | -27.8% | +4.0% | -31.8% | -29.3% |
| 6M | -52.1% | +45.0% | -97.1% | -57.1% |
| YTD | -63.1% | +69.5% | -132.6% | -68.2% |
| 1Y | -73.1% | +13.0% | -86.1% | -74.9% |
| 3Y | -83.3% | +90.4% | -173.6% | -90.0% |
| 5Y | -80.6% | -34.2% | -46.4% | -86.7% |
| All | -71.4% | -34.9% | -36.5% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling