+500.3%
TTD vs M
-8.5%
+508.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.7% |
| 7D | +20.8% | +0.6% | +20.2% | +20.7% |
| 30D | +27.1% | +7.0% | +20.1% | +25.4% |
| 3M | +14.7% | +3.1% | +11.5% | +13.8% |
| 6M | -26.8% | +33.5% | -60.3% | -32.1% |
| YTD | -59.2% | +13.4% | -72.6% | -61.0% |
| 1Y | -64.7% | +22.4% | -87.1% | -66.9% |
| 3Y | -75.8% | +150.9% | -226.7% | -81.8% |
| 5Y | -84.6% | -3.0% | -81.5% | -86.2% |
| All | +500.3% | -8.5% | +508.8% | +406.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling