-64.7%
TTD vs RUN
-57.8%
-6.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.1% | +2.9% | -3.2% |
| 7D | +20.8% | -13.7% | +34.4% | +20.6% |
| 30D | +27.1% | +9.4% | +17.7% | +26.6% |
| 3M | +14.7% | -13.4% | +28.1% | +13.5% |
| 6M | -26.8% | -39.6% | +12.8% | -27.9% |
| YTD | -59.2% | -53.7% | -5.6% | -59.6% |
| 1Y | -64.7% | -56.2% | -8.5% | -64.8% |
| All | -64.7% | -57.8% | -6.9% | -64.8% |
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