-83.3%
TTD vs B
+165.5%
-248.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | +5.2% | +9.6% | -4.4% | +4.9% |
| 30D | +6.9% | +3.5% | +3.4% | +6.7% |
| 3M | -26.8% | -1.6% | -25.2% | -26.9% |
| 6M | -46.1% | -1.7% | -44.5% | -46.2% |
| YTD | -65.9% | -5.3% | -60.6% | -66.1% |
| 1Y | -71.8% | +27.2% | -99.0% | -73.0% |
| 3Y | -83.3% | +166.1% | -249.4% | -86.3% |
| All | -83.3% | +165.5% | -248.8% | -86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling