+329.6%
TTD vs RF
+320.9%
+8.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +5.2% | -0.9% | +6.1% | +5.7% |
| 30D | +6.9% | +6.0% | +0.9% | +4.2% |
| 3M | -26.8% | -8.9% | -17.9% | -23.5% |
| 6M | -46.1% | +2.3% | -48.5% | -46.7% |
| YTD | -65.9% | +7.6% | -73.5% | -67.3% |
| 1Y | -71.8% | +21.2% | -93.0% | -74.5% |
| 3Y | -83.3% | +108.5% | -191.8% | -88.5% |
| 5Y | -81.1% | +43.2% | -124.4% | -84.7% |
| 10Y | +441.7% | +288.1% | +153.6% | +159.0% |
| All | +329.6% | +320.9% | +8.7% | +89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling