+379.4%
TTD vs P
+645.4%
-266.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.8% | -5.0% |
| 7D | +6.3% | +6.5% | -0.2% | +3.4% |
| 30D | -23.9% | +18.8% | -42.7% | -31.1% |
| 3M | -31.4% | +26.7% | -58.1% | -41.2% |
| 6M | -42.7% | +62.2% | -104.8% | -57.5% |
| YTD | -62.0% | +48.5% | -110.5% | -71.2% |
| 1Y | -72.2% | +26.4% | -98.6% | -78.3% |
| 3Y | -81.9% | +159.4% | -241.4% | -91.7% |
| 5Y | -81.5% | +275.8% | -357.3% | -93.0% |
| All | +379.4% | +645.4% | -266.0% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling