+550.5%
TTD vs B
+183.2%
+367.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +4.2% | +11.3% | +15.1% |
| 7D | +19.0% | +11.3% | +7.6% | +17.9% |
| 30D | +23.6% | +2.9% | +20.6% | +23.2% |
| 3M | +8.2% | -2.9% | +11.0% | +8.3% |
| 6M | -35.3% | -1.2% | -34.1% | -35.6% |
| YTD | -60.7% | -1.3% | -59.3% | -61.1% |
| 1Y | -65.3% | +30.4% | -95.7% | -66.7% |
| 3Y | -80.6% | +195.3% | -275.8% | -83.4% |
| 5Y | -84.6% | +146.2% | -230.8% | -86.8% |
| 10Y | +550.5% | +200.5% | +350.1% | +493.6% |
| All | +550.5% | +183.2% | +367.3% | +493.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling