+365.8%
TTD vs KR
+126.2%
+239.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.5% | -2.7% |
| 7D | +1.7% | -1.3% | +3.0% | +1.8% |
| 30D | +1.6% | +1.5% | +0.1% | +1.5% |
| 3M | -27.8% | -8.5% | -19.3% | -27.6% |
| 6M | -52.1% | -21.9% | -30.2% | -51.7% |
| YTD | -63.1% | -6.9% | -56.2% | -62.9% |
| 1Y | -73.1% | -14.0% | -59.1% | -72.9% |
| 3Y | -83.3% | +30.3% | -113.6% | -83.7% |
| 5Y | -80.6% | +37.7% | -118.3% | -81.2% |
| All | +365.8% | +126.2% | +239.6% | +293.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling