-72.0%
TTD vs M
+36.6%
-108.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.6% | -4.7% | +1.8% |
| 7D | +3.7% | +8.3% | -4.6% | +2.6% |
| 30D | +10.4% | +14.2% | -3.7% | +8.7% |
| 3M | -31.6% | -1.1% | -30.5% | -32.2% |
| 6M | -45.1% | +36.6% | -81.7% | -46.4% |
| YTD | -65.1% | +19.8% | -84.9% | -65.6% |
| 1Y | -72.0% | +37.2% | -109.2% | -74.3% |
| All | -72.0% | +36.6% | -108.5% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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