-85.1%
TTD vs RF
+47.5%
-132.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +0.6% |
| 7D | +21.3% | +1.9% | +19.3% | +20.0% |
| 30D | +28.7% | +7.3% | +21.4% | +23.6% |
| 3M | +7.7% | -7.9% | +15.6% | +13.5% |
| 6M | -23.5% | +10.5% | -34.0% | -28.0% |
| YTD | -58.7% | +9.6% | -68.3% | -61.4% |
| 1Y | -63.4% | +20.3% | -83.7% | -67.9% |
| 3Y | -75.3% | +119.5% | -194.8% | -86.4% |
| All | -85.1% | +47.5% | -132.6% | -89.2% |
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