+550.5%
TTD vs RF
+277.2%
+273.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.2% | +13.3% | +14.4% |
| 7D | +19.0% | -0.1% | +19.1% | +19.2% |
| 30D | +23.6% | +7.0% | +16.6% | +20.0% |
| 3M | +8.2% | -7.0% | +15.2% | +12.1% |
| 6M | -35.3% | +6.8% | -42.1% | -37.1% |
| YTD | -60.7% | +9.9% | -70.6% | -62.6% |
| 1Y | -65.3% | +21.1% | -86.4% | -68.5% |
| 3Y | -80.6% | +119.6% | -200.2% | -86.9% |
| 5Y | -84.6% | +46.2% | -130.8% | -87.6% |
| 10Y | +550.5% | +261.5% | +289.0% | +224.9% |
| All | +550.5% | +277.2% | +273.3% | +224.9% |
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