-63.8%
TTD vs S
+38.7%
-102.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +3.1% |
| 7D | +20.8% | +1.2% | +19.6% | +20.2% |
| 30D | +33.8% | -7.3% | +41.2% | +36.2% |
| 3M | +17.8% | +5.9% | +12.0% | +13.3% |
| 6M | -25.7% | +45.6% | -71.4% | -38.3% |
| YTD | -57.9% | +58.5% | -116.4% | -67.5% |
| 1Y | -63.8% | +37.6% | -101.5% | -72.1% |
| All | -63.8% | +38.7% | -102.5% | -72.1% |
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