-76.2%
TTD vs COMP
-52.0%
-24.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.9% |
| 7D | +21.3% | 0.0% | +21.3% | +21.3% |
| 30D | +28.7% | +16.6% | +12.2% | +22.9% |
| 3M | +7.7% | -23.5% | +31.2% | +15.7% |
| 6M | -23.5% | +25.7% | -49.2% | -29.4% |
| YTD | -58.7% | -3.4% | -55.3% | -60.2% |
| 1Y | -63.4% | +7.6% | -71.0% | -66.0% |
| 3Y | -75.3% | +423.6% | -498.9% | -88.7% |
| 5Y | -84.4% | -10.6% | -73.8% | -87.3% |
| All | -76.2% | -52.0% | -24.2% | -76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling