-82.9%
TTD vs M
+123.1%
-206.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.0% | -4.9% |
| 7D | +6.3% | +4.7% | +1.6% | +5.2% |
| 30D | -23.9% | -9.6% | -14.2% | -22.2% |
| 3M | -31.4% | +0.9% | -32.2% | -31.8% |
| 6M | -42.7% | +22.3% | -64.9% | -45.7% |
| YTD | -62.0% | +6.5% | -68.5% | -63.0% |
| 1Y | -72.2% | +38.8% | -111.0% | -74.9% |
| All | -82.9% | +123.1% | -206.0% | -88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling