-80.8%
TTD vs B
+153.8%
-234.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -4.2% |
| 7D | +6.3% | -1.6% | +7.9% | +6.5% |
| 30D | -23.9% | +9.4% | -33.3% | -24.6% |
| 3M | -31.4% | +5.0% | -36.4% | -31.8% |
| 6M | -42.7% | -3.5% | -39.1% | -42.6% |
| YTD | -62.0% | +4.5% | -66.4% | -62.6% |
| 1Y | -72.2% | +67.8% | -140.0% | -74.9% |
| 3Y | -81.9% | +196.7% | -278.6% | -85.7% |
| All | -80.8% | +153.8% | -234.6% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling