+527.9%
TTD vs P
+686.0%
-158.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.4% | -0.8% | +1.8% |
| 7D | +20.8% | -4.7% | +25.5% | +22.7% |
| 30D | +33.8% | -31.4% | +65.3% | +53.6% |
| 3M | +17.8% | -2.6% | +20.5% | +13.7% |
| 6M | -25.7% | +21.9% | -47.7% | -38.2% |
| YTD | -57.9% | +58.9% | -116.8% | -70.3% |
| 1Y | -63.8% | +21.7% | -85.6% | -72.0% |
| 3Y | -75.0% | +193.3% | -268.3% | -89.7% |
| 5Y | -82.5% | +275.1% | -357.7% | -93.7% |
| 10Y | +527.9% | +655.3% | -127.4% | +62.0% |
| All | +527.9% | +686.0% | -158.1% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling