-80.6%
TTD vs COMP
-56.6%
-23.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.2% | +5.0% | -0.8% |
| 7D | -1.9% | -1.8% | -0.1% | -1.5% |
| 30D | +7.5% | -0.8% | +8.2% | +7.6% |
| 3M | -32.4% | -28.1% | -4.3% | -25.9% |
| 6M | -47.9% | +27.0% | -74.9% | -52.7% |
| YTD | -66.3% | -12.8% | -53.5% | -66.5% |
| 1Y | -73.1% | +4.9% | -78.0% | -74.9% |
| 3Y | -83.8% | +321.0% | -404.8% | -92.1% |
| 5Y | -81.3% | -25.6% | -55.7% | -83.9% |
| All | -80.6% | -56.6% | -23.9% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling