+376.4%
TTD vs KR
+131.3%
+245.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.5% |
| 7D | -0.6% | -0.2% | -0.5% | -0.6% |
| 30D | +6.3% | +5.1% | +1.3% | +6.0% |
| 3M | -24.1% | -8.2% | -16.0% | -23.9% |
| 6M | -47.4% | -18.0% | -29.4% | -47.0% |
| YTD | -62.2% | -4.8% | -57.5% | -62.1% |
| 1Y | -68.3% | -11.0% | -57.3% | -68.2% |
| 3Y | -83.4% | +37.7% | -121.1% | -83.9% |
| 5Y | -80.3% | +52.8% | -133.1% | -81.1% |
| All | +376.4% | +131.3% | +245.1% | +302.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 10y: compounded portfolio wealth divided by compounded KR 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…
10y analysis · Full analysis span regression · 6 months rolling