-82.3%
TTD vs S
+16.9%
-99.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.5% |
| 7D | +6.3% | -7.7% | +14.0% | +9.6% |
| 30D | -23.9% | -5.3% | -18.6% | -23.0% |
| 3M | -31.4% | +20.3% | -51.6% | -37.7% |
| 6M | -42.7% | +47.4% | -90.0% | -52.5% |
| YTD | -62.0% | +32.5% | -94.5% | -67.3% |
| 1Y | -72.2% | +9.5% | -81.7% | -74.4% |
| All | -82.3% | +16.9% | -99.2% | -84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling