-75.9%
TTD vs P
+187.1%
-263.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.4% |
| 7D | +19.9% | -13.3% | +33.2% | +23.0% |
| 30D | +27.6% | -34.0% | +61.6% | +37.4% |
| 3M | +15.2% | +4.1% | +11.1% | +11.4% |
| 6M | -33.2% | +30.5% | -63.7% | -40.1% |
| YTD | -59.4% | +52.2% | -111.6% | -65.6% |
| 1Y | -64.4% | +10.3% | -74.6% | -67.5% |
| 3Y | -75.9% | +180.9% | -256.8% | -84.5% |
| All | -75.9% | +187.1% | -263.0% | -84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling