-83.5%
TTD vs COMP
+309.8%
-393.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.2% | +5.0% | -1.9% |
| 7D | -1.9% | -1.8% | -0.1% | -1.7% |
| 30D | +7.5% | -0.8% | +8.2% | +7.6% |
| 3M | -32.4% | -28.1% | -4.3% | -29.3% |
| 6M | -47.9% | +27.0% | -74.9% | -49.6% |
| YTD | -66.3% | -12.8% | -53.5% | -65.9% |
| 1Y | -73.1% | +4.9% | -78.0% | -73.6% |
| All | -83.5% | +309.8% | -393.2% | -88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling