+430.9%
TTD vs O
+52.1%
+378.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.6% | +3.6% |
| 7D | +20.8% | +0.6% | +20.2% | +20.5% |
| 30D | +33.8% | +9.4% | +24.4% | +27.8% |
| 3M | +17.8% | -2.4% | +20.2% | +19.4% |
| 6M | -25.7% | -1.9% | -23.9% | -25.2% |
| YTD | -57.9% | +10.5% | -68.4% | -60.6% |
| 1Y | -63.8% | +10.0% | -73.8% | -66.1% |
| 3Y | -75.0% | +40.5% | -115.5% | -80.4% |
| 5Y | -82.5% | +10.2% | -92.8% | -84.0% |
| 10Y | +527.9% | +82.5% | +445.4% | +369.6% |
| All | +430.9% | +52.1% | +378.7% | +380.5% |
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