-82.3%
TTD vs B
+198.7%
-281.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -4.3% |
| 7D | +6.3% | -1.6% | +7.9% | +6.4% |
| 30D | -23.9% | +9.4% | -33.3% | -24.1% |
| 3M | -31.4% | +5.0% | -36.4% | -31.4% |
| 6M | -42.7% | -3.5% | -39.1% | -42.3% |
| YTD | -62.0% | +4.5% | -66.4% | -62.2% |
| 1Y | -72.2% | +67.8% | -140.0% | -74.1% |
| All | -82.3% | +198.7% | -281.0% | -85.4% |
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