-74.8%
TTD vs OMC
+31.0%
-105.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +20.8% | +1.6% | +19.2% | +20.0% |
| 30D | +33.8% | +15.3% | +18.5% | +25.0% |
| 3M | +17.8% | +4.5% | +13.4% | +15.3% |
| 6M | -25.7% | +20.8% | -46.5% | -32.8% |
| YTD | -57.9% | +13.5% | -71.4% | -60.9% |
| 1Y | -63.8% | +25.2% | -89.1% | -68.3% |
| All | -74.8% | +31.0% | -105.8% | -80.3% |
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