+420.9%
TTD vs OMC
+48.4%
+372.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | 0.0% | +0.7% |
| 7D | +21.3% | +1.9% | +19.4% | +20.3% |
| 30D | +28.7% | +12.2% | +16.5% | +21.4% |
| 3M | +7.7% | +0.6% | +7.1% | +7.3% |
| 6M | -23.5% | +21.0% | -44.5% | -31.1% |
| YTD | -58.7% | +12.4% | -71.1% | -61.8% |
| 1Y | -63.4% | +25.4% | -88.8% | -68.3% |
| 3Y | -75.3% | +29.2% | -104.5% | -79.3% |
| 5Y | -84.4% | +52.6% | -137.0% | -87.7% |
| 10Y | +516.1% | +53.6% | +462.5% | +321.5% |
| All | +420.9% | +48.4% | +372.5% | +320.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling