+508.5%
TTD vs O
+80.9%
+427.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.7% |
| 7D | +21.3% | -0.4% | +21.6% | +21.6% |
| 30D | +28.7% | +7.1% | +21.6% | +24.4% |
| 3M | +7.7% | -5.2% | +12.9% | +10.8% |
| 6M | -23.5% | -1.8% | -21.7% | -23.0% |
| YTD | -58.7% | +9.1% | -67.8% | -61.1% |
| 1Y | -63.4% | +9.7% | -73.1% | -65.7% |
| 3Y | -75.3% | +39.1% | -114.4% | -80.5% |
| 5Y | -84.4% | +8.4% | -92.7% | -85.5% |
| All | +508.5% | +80.9% | +427.6% | +394.2% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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