-82.5%
TTD vs OMC
+53.9%
-136.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +20.8% | +1.6% | +19.2% | +19.7% |
| 30D | +33.8% | +15.3% | +18.5% | +21.8% |
| 3M | +17.8% | +4.5% | +13.4% | +14.4% |
| 6M | -25.7% | +20.8% | -46.5% | -35.4% |
| YTD | -57.9% | +13.5% | -71.4% | -62.4% |
| 1Y | -63.8% | +25.2% | -89.1% | -70.3% |
| 3Y | -75.0% | +30.5% | -105.5% | -81.8% |
| 5Y | -82.5% | +52.7% | -135.2% | -88.0% |
| All | -82.5% | +53.9% | -136.5% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling