-72.0%
TTD vs PL
-0.6%
-71.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.4% | +9.2% | +2.6% |
| 7D | +3.7% | -11.7% | +15.4% | +3.1% |
| 30D | +10.4% | -27.1% | +37.6% | +8.7% |
| 3M | -31.6% | -44.6% | +13.0% | -33.5% |
| 6M | -45.1% | -67.2% | +22.1% | -47.6% |
| YTD | -65.1% | -35.9% | -29.3% | -65.3% |
| 1Y | -72.0% | -0.4% | -71.6% | -71.2% |
| All | -72.0% | -0.6% | -71.4% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling