-72.2%
TTD vs B
+70.0%
-142.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -4.5% |
| 7D | +6.3% | -1.6% | +7.9% | +6.1% |
| 30D | -23.9% | +9.4% | -33.3% | -23.1% |
| 3M | -31.4% | +5.0% | -36.4% | -30.7% |
| 6M | -42.7% | -3.5% | -39.1% | -41.9% |
| YTD | -62.0% | +4.5% | -66.4% | -61.7% |
| 1Y | -72.2% | +67.8% | -140.0% | -72.5% |
| All | -72.2% | +70.0% | -142.2% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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