+329.6%
TTD vs O
+50.8%
+278.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.3% |
| 7D | +5.2% | +3.7% | +1.5% | +3.2% |
| 30D | +6.9% | +11.2% | -4.2% | +1.3% |
| 3M | -26.8% | -4.0% | -22.8% | -25.3% |
| 6M | -46.1% | -5.2% | -40.9% | -44.8% |
| YTD | -65.9% | +9.5% | -75.4% | -68.0% |
| 1Y | -71.8% | +10.6% | -82.4% | -73.7% |
| 3Y | -83.3% | +38.1% | -121.4% | -86.8% |
| 5Y | -81.1% | +10.2% | -91.4% | -82.7% |
| 10Y | +441.7% | +71.4% | +370.3% | +315.5% |
| All | +329.6% | +50.8% | +278.8% | +290.4% |
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