+558.1%
TTD vs RF
+248.4%
+309.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.7% |
| 7D | +19.9% | +0.3% | +19.6% | +19.9% |
| 30D | +27.6% | +6.2% | +21.5% | +24.3% |
| 3M | +15.2% | -7.8% | +23.0% | +19.9% |
| 6M | -33.2% | +5.9% | -39.1% | -34.9% |
| YTD | -59.4% | +9.0% | -68.4% | -61.2% |
| 1Y | -64.4% | +19.3% | -83.6% | -67.4% |
| 3Y | -75.9% | +116.4% | -192.3% | -83.6% |
| 5Y | -82.6% | +46.0% | -128.6% | -86.0% |
| 10Y | +558.1% | +239.8% | +318.3% | +235.5% |
| All | +558.1% | +248.4% | +309.8% | +235.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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