-72.0%
TTD vs Q
+19.7%
-91.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +3.7% | -3.3% | +6.9% | +3.5% |
| 30D | +10.4% | -9.7% | +20.1% | +9.9% |
| 3M | -31.6% | -16.1% | -15.5% | -31.8% |
| 6M | -45.1% | -15.7% | -29.4% | -46.0% |
| YTD | -65.1% | +45.7% | -110.9% | -69.2% |
| 1Y | -72.0% | +18.0% | -90.0% | -73.6% |
| All | -72.0% | +19.7% | -91.7% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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