-65.5%
TTD vs RF
+20.4%
-85.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.2% | +13.3% | +14.4% |
| 7D | +19.0% | -0.1% | +19.1% | +19.0% |
| 30D | +23.6% | +7.0% | +16.6% | +20.4% |
| 3M | +8.2% | -7.0% | +15.2% | +10.4% |
| 6M | -35.3% | +6.8% | -42.1% | -35.7% |
| YTD | -60.7% | +9.9% | -70.6% | -61.6% |
| All | -65.5% | +20.4% | -85.9% | -67.9% |
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 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