-81.9%
TTD vs S
-57.8%
-24.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.6% | -1.7% |
| 7D | +1.7% | -5.8% | +7.6% | +4.7% |
| 30D | +1.6% | -9.2% | +10.8% | +5.6% |
| 3M | -27.8% | +23.4% | -51.2% | -36.6% |
| 6M | -52.1% | +36.9% | -89.0% | -60.5% |
| YTD | -63.1% | +29.5% | -92.6% | -68.8% |
| 1Y | -73.1% | +5.4% | -78.5% | -75.2% |
| 3Y | -83.3% | +14.7% | -98.0% | -86.7% |
| 5Y | -80.6% | -71.5% | -9.1% | -73.4% |
| All | -81.9% | -57.8% | -24.1% | -76.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling