-72.0%
TTD vs COMP
+23.8%
-95.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.7% | -4.8% | +1.3% |
| 7D | +3.7% | +9.5% | -5.8% | +1.8% |
| 30D | +10.4% | +8.1% | +2.4% | +8.7% |
| 3M | -31.6% | -16.3% | -15.3% | -29.9% |
| 6M | -45.1% | +42.2% | -87.3% | -46.9% |
| YTD | -65.1% | -5.0% | -60.1% | -64.0% |
| 1Y | -72.0% | +20.1% | -92.1% | -74.2% |
| All | -72.0% | +23.8% | -95.8% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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