-72.0%
TTD vs S
+36.5%
-108.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.2% | +2.4% |
| 7D | +3.7% | -8.2% | +11.9% | +6.3% |
| 30D | +10.4% | -7.6% | +18.1% | +12.5% |
| 3M | -31.6% | +12.0% | -43.6% | -35.8% |
| 6M | -45.1% | +50.6% | -95.7% | -54.8% |
| YTD | -65.1% | +56.6% | -121.7% | -72.8% |
| 1Y | -72.0% | +39.2% | -111.2% | -78.3% |
| All | -72.0% | +36.5% | -108.5% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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