+329.6%
TTD vs FIVE
+493.8%
-164.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +5.2% | -0.3% | +5.5% | +5.3% |
| 30D | +6.9% | +17.7% | -10.7% | 0.0% |
| 3M | -26.8% | +4.0% | -30.8% | -29.1% |
| 6M | -46.1% | +2.6% | -48.8% | -48.2% |
| YTD | -65.9% | +27.6% | -93.5% | -70.6% |
| 1Y | -71.8% | +59.9% | -131.8% | -78.1% |
| 3Y | -83.3% | +35.8% | -119.1% | -87.6% |
| 5Y | -81.1% | +14.4% | -95.6% | -85.0% |
| 10Y | +441.7% | +576.1% | -134.5% | +147.4% |
| All | +329.6% | +493.8% | -164.2% | +137.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling