+329.6%
TTD vs P
+624.7%
-295.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | -0.5% |
| 7D | +5.2% | -23.8% | +29.0% | +16.3% |
| 30D | +6.9% | -36.6% | +43.6% | +26.2% |
| 3M | -26.8% | +10.9% | -37.7% | -34.3% |
| 6M | -46.1% | +30.0% | -76.1% | -57.1% |
| YTD | -65.9% | +44.4% | -110.3% | -75.0% |
| 1Y | -71.8% | +3.9% | -75.8% | -76.6% |
| 3Y | -83.3% | +176.6% | -259.9% | -93.0% |
| 5Y | -81.1% | +249.3% | -330.4% | -92.9% |
| 10Y | +441.7% | +726.9% | -285.2% | +54.6% |
| All | +329.6% | +624.7% | -295.2% | +14.1% |
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