-72.0%
TTD vs BR
-14.2%
-57.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +0.9% |
| 7D | +3.7% | +7.0% | -3.3% | -0.9% |
| 30D | +10.4% | +19.0% | -8.6% | -1.3% |
| 3M | -31.6% | +13.1% | -44.7% | -37.0% |
| 6M | -45.1% | +24.6% | -69.7% | -52.6% |
| YTD | -65.1% | -13.6% | -51.5% | -67.7% |
| 1Y | -72.0% | -13.1% | -58.9% | -73.7% |
| All | -72.0% | -14.2% | -57.8% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling