-63.8%
TTD vs O
+10.9%
-74.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.6% | +3.6% |
| 7D | +20.8% | +0.6% | +20.2% | +20.8% |
| 30D | +33.8% | +9.4% | +24.4% | +35.3% |
| 3M | +17.8% | -2.4% | +20.2% | +15.2% |
| 6M | -25.7% | -1.9% | -23.9% | -26.6% |
| YTD | -57.9% | +10.5% | -68.4% | -59.3% |
| 1Y | -63.8% | +10.0% | -73.8% | -65.3% |
| All | -63.8% | +10.9% | -74.7% | -65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling