-85.4%
TTD vs COMP
-17.6%
-67.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.7% | -9.8% | -2.2% |
| 7D | +5.2% | +13.4% | -8.2% | +1.2% |
| 30D | +6.9% | +11.1% | -4.2% | +3.5% |
| 3M | -26.8% | -18.8% | -8.0% | -22.7% |
| 6M | -46.1% | +10.5% | -56.6% | -48.5% |
| YTD | -65.9% | -3.4% | -62.5% | -67.2% |
| 1Y | -71.8% | +19.7% | -91.5% | -74.7% |
| 3Y | -83.3% | +381.6% | -464.9% | -92.2% |
| All | -85.4% | -17.6% | -67.8% | -85.8% |
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