-83.3%
TTD vs M
+100.8%
-184.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | +2.0% |
| 7D | +5.2% | -4.3% | +9.5% | +6.2% |
| 30D | +6.9% | +1.3% | +5.7% | +6.7% |
| 3M | -26.8% | -7.4% | -19.5% | -25.8% |
| 6M | -46.1% | +18.3% | -64.5% | -48.5% |
| YTD | -65.9% | +7.6% | -73.5% | -66.9% |
| 1Y | -71.8% | +17.4% | -89.2% | -73.4% |
| 3Y | -83.3% | +108.4% | -191.7% | -87.7% |
| All | -83.3% | +100.8% | -184.1% | -87.7% |
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