-72.0%
TTD vs ES
-1.6%
-70.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +3.0% |
| 7D | +3.7% | +5.3% | -1.6% | +4.0% |
| 30D | +10.4% | +8.9% | +1.5% | +11.0% |
| 3M | -31.6% | -1.9% | -29.7% | -31.9% |
| 6M | -45.1% | +3.9% | -49.0% | -44.5% |
| YTD | -65.1% | +8.3% | -73.4% | -65.0% |
| 1Y | -72.0% | -0.1% | -71.9% | -71.8% |
| All | -72.0% | -1.6% | -70.4% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling