-84.0%
TTD vs BR
-5.1%
-78.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -4.6% | -5.0% | +0.4% | -1.1% |
| 30D | +3.7% | -2.5% | +6.1% | +5.4% |
| 3M | -30.2% | +13.5% | -43.7% | -36.5% |
| 6M | -51.4% | -9.4% | -42.0% | -48.7% |
| YTD | -63.4% | -23.3% | -40.2% | -56.9% |
| 1Y | -73.5% | -31.6% | -41.9% | -66.2% |
| All | -84.0% | -5.1% | -78.8% | -84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling