-73.5%
TTD vs O
+7.4%
-80.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.2% |
| 7D | -4.6% | -2.3% | -2.3% | -5.0% |
| 30D | +3.7% | -2.4% | +6.1% | +3.3% |
| 3M | -30.2% | -0.6% | -29.6% | -29.7% |
| 6M | -51.4% | -5.0% | -46.4% | -51.6% |
| YTD | -63.4% | +10.4% | -73.8% | -65.6% |
| 1Y | -73.5% | +6.6% | -80.1% | -74.1% |
| All | -73.5% | +7.4% | -80.9% | -74.1% |
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