-72.2%
TTD vs PL
+176.6%
-248.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.4% |
| 7D | +6.3% | -9.3% | +15.6% | +6.1% |
| 30D | -23.9% | -18.9% | -5.0% | -24.3% |
| 3M | -31.4% | -58.4% | +27.0% | -32.4% |
| 6M | -42.7% | -30.3% | -12.4% | -43.2% |
| YTD | -62.0% | -8.1% | -53.9% | -62.4% |
| 1Y | -72.2% | +180.5% | -252.7% | -73.1% |
| All | -72.2% | +176.6% | -248.8% | -73.1% |
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