+379.4%
TTD vs OMC
+37.9%
+341.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -3.1% |
| 7D | +6.3% | -6.4% | +12.7% | +9.8% |
| 30D | -23.9% | +1.1% | -25.0% | -24.8% |
| 3M | -31.4% | +10.4% | -41.8% | -35.4% |
| 6M | -42.7% | -1.7% | -41.0% | -42.6% |
| YTD | -62.0% | +4.4% | -66.4% | -63.6% |
| 1Y | -72.2% | +8.4% | -80.6% | -74.0% |
| 3Y | -81.9% | +14.4% | -96.3% | -83.9% |
| 5Y | -81.5% | +33.9% | -115.4% | -84.5% |
| All | +379.4% | +37.9% | +341.5% | +301.2% |
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 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