+500.3%
TTD vs RF
+219.4%
+280.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | +20.8% | +0.4% | +20.4% | +20.7% |
| 30D | +27.1% | +5.6% | +21.6% | +24.2% |
| 3M | +14.7% | -8.9% | +23.5% | +20.0% |
| 6M | -26.8% | +7.1% | -33.9% | -29.0% |
| YTD | -59.2% | +8.3% | -67.6% | -61.0% |
| 1Y | -64.7% | +16.8% | -81.5% | -67.4% |
| 3Y | -75.8% | +115.0% | -190.8% | -83.5% |
| 5Y | -84.6% | +46.4% | -131.0% | -87.6% |
| All | +500.3% | +219.4% | +280.9% | +228.2% |
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