-72.0%
TTD vs FIVE
+63.3%
-135.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.7% | -3.8% | +2.7% |
| 7D | +3.7% | +7.5% | -3.8% | +3.5% |
| 30D | +10.4% | +16.7% | -6.3% | +10.2% |
| 3M | -31.6% | +13.4% | -45.0% | -32.0% |
| 6M | -45.1% | +9.0% | -54.2% | -45.2% |
| YTD | -65.1% | +33.8% | -98.9% | -66.4% |
| 1Y | -72.0% | +61.2% | -133.2% | -73.7% |
| All | -72.0% | +63.3% | -135.2% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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