-73.8%
TTD vs Q
+75.3%
-149.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.3% | -5.2% | -2.8% |
| 7D | +1.7% | +6.7% | -5.0% | +2.0% |
| 30D | +1.6% | -10.6% | +12.2% | +1.3% |
| 3M | -27.8% | -14.6% | -13.2% | -28.4% |
| 6M | -52.1% | +12.1% | -64.2% | -53.7% |
| YTD | -63.1% | +51.3% | -114.3% | -67.1% |
| All | -73.8% | +75.3% | -149.2% | -75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling