-80.8%
TTD vs RF
+89.8%
-170.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | +6.3% | +1.3% | +5.0% | +5.5% |
| 30D | -23.9% | -3.6% | -20.3% | -22.2% |
| 3M | -31.4% | +8.1% | -39.5% | -34.5% |
| 6M | -42.7% | +11.5% | -54.1% | -46.6% |
| YTD | -62.0% | +15.6% | -77.6% | -65.6% |
| 1Y | -72.2% | +15.7% | -87.9% | -75.1% |
| 3Y | -81.9% | +86.9% | -168.8% | -88.8% |
| All | -80.8% | +89.8% | -170.6% | -87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling