+527.9%
TTD vs M
-5.1%
+533.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.8% |
| 7D | +20.8% | -3.3% | +24.1% | +21.8% |
| 30D | +33.8% | +8.1% | +25.7% | +31.6% |
| 3M | +17.8% | +2.2% | +15.6% | +17.2% |
| 6M | -25.7% | +35.1% | -60.9% | -31.3% |
| YTD | -57.9% | +15.8% | -73.7% | -59.9% |
| 1Y | -63.8% | +25.8% | -89.7% | -66.3% |
| 3Y | -75.0% | +156.2% | -231.3% | -81.3% |
| 5Y | -82.5% | -2.4% | -80.2% | -84.4% |
| 10Y | +527.9% | -7.1% | +535.0% | +428.1% |
| All | +527.9% | -5.1% | +533.0% | +428.1% |
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