+379.4%
TTD vs O
+54.9%
+324.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.0% |
| 7D | +6.3% | -0.7% | +7.1% | +6.8% |
| 30D | -23.9% | -1.9% | -22.0% | -23.1% |
| 3M | -31.4% | +3.8% | -35.2% | -32.8% |
| 6M | -42.7% | -4.7% | -37.9% | -41.6% |
| YTD | -62.0% | +12.5% | -74.5% | -64.8% |
| 1Y | -72.2% | +10.8% | -83.0% | -74.1% |
| 3Y | -81.9% | +28.8% | -110.7% | -85.0% |
| 5Y | -81.5% | +13.2% | -94.7% | -83.3% |
| All | +379.4% | +54.9% | +324.5% | +329.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling