-85.1%
TTD vs B
+107.0%
-192.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.4% |
| 7D | +21.3% | -7.3% | +28.6% | +22.2% |
| 30D | +28.7% | -3.3% | +32.1% | +29.1% |
| 3M | +7.7% | -7.8% | +15.5% | +8.4% |
| 6M | -23.5% | -15.5% | -7.9% | -22.5% |
| YTD | -58.7% | -12.3% | -46.4% | -58.8% |
| 1Y | -63.4% | +5.4% | -68.8% | -64.8% |
| 3Y | -75.3% | +165.5% | -240.8% | -81.1% |
| All | -85.1% | +107.0% | -192.2% | -87.7% |
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