-63.8%
TTD vs RF
+18.8%
-82.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | +20.8% | -1.3% | +22.1% | +21.5% |
| 30D | +33.8% | +4.6% | +29.2% | +31.6% |
| 3M | +17.8% | -8.4% | +26.3% | +21.0% |
| 6M | -25.7% | +8.9% | -34.6% | -26.3% |
| YTD | -57.9% | +8.8% | -66.7% | -58.7% |
| 1Y | -63.8% | +18.9% | -82.8% | -66.1% |
| All | -63.8% | +18.8% | -82.6% | -66.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling