+550.5%
TTD vs M
+3.7%
+546.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +8.1% | +7.4% | +13.6% |
| 7D | +19.0% | +2.5% | +16.4% | +18.3% |
| 30D | +23.6% | +10.1% | +13.5% | +21.0% |
| 3M | +8.2% | -0.9% | +9.1% | +8.4% |
| 6M | -35.3% | +30.2% | -65.5% | -39.6% |
| YTD | -60.7% | +16.3% | -77.0% | -62.6% |
| 1Y | -65.3% | +27.0% | -92.2% | -67.8% |
| 3Y | -80.6% | +154.5% | -235.0% | -85.4% |
| 5Y | -84.6% | -1.1% | -83.6% | -86.3% |
| 10Y | +550.5% | +0.5% | +550.0% | +425.0% |
| All | +550.5% | +3.7% | +546.8% | +425.0% |
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