+379.4%
TTD vs ES
+83.6%
+295.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.2% |
| 7D | +6.3% | +0.3% | +6.0% | +6.3% |
| 30D | -23.9% | -2.0% | -21.9% | -23.5% |
| 3M | -31.4% | +1.7% | -33.1% | -31.6% |
| 6M | -42.7% | -3.5% | -39.1% | -42.3% |
| YTD | -62.0% | +7.9% | -69.9% | -62.9% |
| 1Y | -72.2% | +17.2% | -89.4% | -73.6% |
| 3Y | -81.9% | +29.3% | -111.3% | -83.7% |
| 5Y | -81.5% | -5.7% | -75.8% | -81.8% |
| All | +379.4% | +83.6% | +295.8% | +314.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling