-80.9%
TTD vs OMC
+29.1%
-110.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +1.3% |
| 7D | -4.6% | -4.2% | -0.4% | -1.8% |
| 30D | +3.7% | -7.5% | +11.2% | +9.0% |
| 3M | -30.2% | +4.6% | -34.9% | -33.4% |
| 6M | -51.4% | -4.8% | -46.6% | -50.4% |
| YTD | -63.4% | -1.0% | -62.4% | -64.2% |
| 1Y | -73.5% | +3.8% | -77.4% | -75.3% |
| 3Y | -83.5% | +10.2% | -93.7% | -86.3% |
| 5Y | -80.9% | +29.7% | -110.7% | -86.5% |
| All | -80.9% | +29.1% | -110.0% | -86.5% |
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