-82.3%
TTD vs RF
+86.8%
-169.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | +6.3% | +1.3% | +5.0% | +5.7% |
| 30D | -23.9% | -3.6% | -20.3% | -22.6% |
| 3M | -31.4% | +8.1% | -39.5% | -33.8% |
| 6M | -42.7% | +11.5% | -54.1% | -45.7% |
| YTD | -62.0% | +15.6% | -77.6% | -64.8% |
| 1Y | -72.2% | +15.7% | -87.9% | -74.4% |
| All | -82.3% | +86.8% | -169.1% | -88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling