-69.7%
TTD vs RUN
-46.7%
-23.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.6% | +0.7% |
| 7D | -7.4% | -3.4% | -4.1% | -7.4% |
| 30D | +3.0% | -14.0% | +17.0% | +3.2% |
| 3M | -27.6% | -27.5% | -0.1% | -26.9% |
| 6M | -49.5% | -29.0% | -20.5% | -49.4% |
| YTD | -63.2% | -53.1% | -10.1% | -62.4% |
| 1Y | -69.7% | -46.7% | -23.0% | -69.2% |
| All | -69.7% | -46.7% | -23.0% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling