-83.3%
TTD vs OMC
+12.9%
-96.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.0% |
| 7D | +1.7% | -5.8% | +7.5% | +4.5% |
| 30D | +1.6% | -4.8% | +6.4% | +4.0% |
| 3M | -27.8% | +9.2% | -37.1% | -31.6% |
| 6M | -52.1% | -2.5% | -49.6% | -52.0% |
| YTD | -63.1% | +2.6% | -65.6% | -64.0% |
| 1Y | -73.1% | +5.9% | -79.0% | -74.4% |
| 3Y | -83.3% | +14.2% | -97.5% | -86.2% |
| All | -83.3% | +12.9% | -96.2% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 3y: compounded portfolio wealth divided by compounded OMC 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…
3y analysis · Full analysis span regression · 6 months rolling