-75.9%
TTD vs RUN
-12.5%
-63.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -10.6% | +13.9% | +4.3% |
| 7D | +19.9% | +0.3% | +19.6% | +19.5% |
| 30D | +27.6% | +14.0% | +13.6% | +25.5% |
| 3M | +15.2% | -11.8% | +26.9% | +15.9% |
| 6M | -33.2% | -40.4% | +7.2% | -30.6% |
| YTD | -59.4% | -52.7% | -6.7% | -57.6% |
| 1Y | -64.4% | -52.5% | -11.8% | -62.9% |
| 3Y | -75.9% | -7.7% | -68.2% | -80.8% |
| All | -75.9% | -12.5% | -63.4% | -80.8% |
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 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