-82.5%
TTD vs RF
+45.4%
-128.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.8% |
| 7D | +20.8% | -1.3% | +22.1% | +22.0% |
| 30D | +33.8% | +4.6% | +29.2% | +30.4% |
| 3M | +17.8% | -8.4% | +26.3% | +24.6% |
| 6M | -25.7% | +8.9% | -34.6% | -29.5% |
| YTD | -57.9% | +8.8% | -66.7% | -60.5% |
| 1Y | -63.8% | +18.9% | -82.8% | -68.0% |
| 3Y | -75.0% | +116.0% | -191.0% | -86.1% |
| 5Y | -82.5% | +46.0% | -128.6% | -87.0% |
| All | -82.5% | +45.4% | -128.0% | -87.0% |
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