-83.3%
TTD vs RUN
-35.6%
-47.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.7% | -6.6% | -3.2% |
| 7D | +1.7% | +10.2% | -8.4% | +0.7% |
| 30D | +1.6% | -9.6% | +11.2% | +2.6% |
| 3M | -27.8% | -31.5% | +3.7% | -25.4% |
| 6M | -52.1% | -18.7% | -33.4% | -51.9% |
| YTD | -63.1% | -49.9% | -13.2% | -61.4% |
| 1Y | -73.1% | -45.5% | -27.5% | -72.3% |
| 3Y | -83.3% | -34.1% | -49.2% | -86.4% |
| All | -83.3% | -35.6% | -47.7% | -86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling