-84.6%
TTD vs COMP
-13.7%
-70.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +5.7% | +9.8% | +13.8% |
| 7D | +19.0% | +14.5% | +4.4% | +14.3% |
| 30D | +23.6% | +14.9% | +8.7% | +18.6% |
| 3M | +8.2% | -14.2% | +22.4% | +12.7% |
| 6M | -35.3% | +23.7% | -59.1% | -39.9% |
| YTD | -60.7% | +2.1% | -62.8% | -62.7% |
| 1Y | -65.3% | +26.2% | -91.5% | -69.2% |
| 3Y | -80.6% | +470.9% | -551.5% | -91.4% |
| 5Y | -84.6% | -14.0% | -70.6% | -85.4% |
| All | -84.6% | -13.7% | -70.9% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling