+325.6%
TTD vs RF
+322.4%
+3.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.0% | -2.2% |
| 7D | -1.9% | -1.6% | -0.3% | -1.1% |
| 30D | +7.5% | +5.0% | +2.4% | +5.1% |
| 3M | -32.4% | -10.0% | -22.5% | -29.0% |
| 6M | -47.9% | +3.3% | -51.3% | -48.7% |
| YTD | -66.3% | +7.9% | -74.2% | -67.6% |
| 1Y | -73.1% | +21.2% | -94.4% | -75.7% |
| 3Y | -83.8% | +105.8% | -189.6% | -88.7% |
| 5Y | -81.3% | +43.7% | -125.0% | -84.8% |
| 10Y | +436.7% | +289.4% | +147.2% | +156.2% |
| All | +325.6% | +322.4% | +3.2% | +87.8% |
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