-72.0%
TTD vs B
+27.8%
-99.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.3% | -5.4% | +3.4% |
| 7D | +3.7% | +1.1% | +2.6% | +3.6% |
| 30D | +10.4% | +0.3% | +10.1% | +10.2% |
| 3M | -31.6% | +5.4% | -37.0% | -31.2% |
| 6M | -45.1% | +5.5% | -50.6% | -44.8% |
| YTD | -65.1% | -6.3% | -58.8% | -65.7% |
| 1Y | -72.0% | +29.4% | -101.4% | -74.8% |
| All | -72.0% | +27.8% | -99.7% | -74.8% |
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