-72.2%
TTD vs COMP
+22.2%
-94.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.4% |
| 7D | +6.3% | +1.4% | +5.0% | +6.1% |
| 30D | -23.9% | -13.3% | -10.6% | -22.6% |
| 3M | -31.4% | +41.1% | -72.5% | -32.9% |
| 6M | -42.7% | +17.2% | -59.8% | -43.0% |
| YTD | -62.0% | +5.2% | -67.2% | -61.5% |
| 1Y | -72.2% | +18.9% | -91.1% | -72.6% |
| All | -72.2% | +22.2% | -94.4% | -72.6% |
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