+379.4%
TTD vs RUN
+62.5%
+316.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -3.9% | -4.3% |
| 7D | +6.3% | +1.3% | +5.1% | +6.0% |
| 30D | -23.9% | -15.3% | -8.6% | -21.3% |
| 3M | -31.4% | -40.0% | +8.6% | -23.3% |
| 6M | -42.7% | -27.0% | -15.7% | -40.6% |
| YTD | -62.0% | -51.7% | -10.3% | -57.8% |
| 1Y | -72.2% | -45.9% | -26.3% | -70.8% |
| 3Y | -81.9% | -43.8% | -38.2% | -86.8% |
| 5Y | -81.5% | -80.5% | -1.1% | -82.3% |
| All | +379.4% | +62.5% | +316.9% | +125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling