-83.3%
TTD vs S
+34.5%
-117.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.3% |
| 7D | +5.2% | -13.4% | +18.6% | +10.8% |
| 30D | +6.9% | -14.0% | +20.9% | +12.3% |
| 3M | -26.8% | +4.9% | -31.7% | -30.2% |
| 6M | -46.1% | +42.0% | -88.2% | -55.1% |
| YTD | -65.9% | +45.1% | -111.1% | -72.1% |
| 1Y | -71.8% | +33.1% | -104.9% | -76.4% |
| 3Y | -83.3% | +40.6% | -123.9% | -86.3% |
| All | -83.3% | +34.5% | -117.8% | -86.3% |
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 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