-82.3%
TTD vs FIVE
+50.0%
-132.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.1% | -9.5% | -5.4% |
| 7D | +6.3% | +4.3% | +2.1% | +5.3% |
| 30D | -23.9% | +12.5% | -36.4% | -26.3% |
| 3M | -31.4% | +31.2% | -62.6% | -36.0% |
| 6M | -42.7% | +14.4% | -57.0% | -45.2% |
| YTD | -62.0% | +33.9% | -95.9% | -65.1% |
| 1Y | -72.2% | +65.1% | -137.3% | -76.0% |
| All | -82.3% | +50.0% | -132.3% | -87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling