-80.8%
TTD vs M
+27.3%
-108.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.0% | -5.3% |
| 7D | +6.3% | +4.7% | +1.6% | +4.5% |
| 30D | -23.9% | -9.6% | -14.2% | -21.2% |
| 3M | -31.4% | +0.9% | -32.2% | -32.2% |
| 6M | -42.7% | +22.3% | -64.9% | -47.7% |
| YTD | -62.0% | +6.5% | -68.5% | -63.9% |
| 1Y | -72.2% | +38.8% | -111.0% | -76.5% |
| 3Y | -81.9% | +115.9% | -197.9% | -89.0% |
| All | -80.8% | +27.3% | -108.1% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling