-85.4%
TTD vs S
-67.4%
-18.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.1% |
| 7D | +5.2% | -13.4% | +18.6% | +12.7% |
| 30D | +6.9% | -14.0% | +20.9% | +14.1% |
| 3M | -26.8% | +4.9% | -31.7% | -31.4% |
| 6M | -46.1% | +42.0% | -88.2% | -57.5% |
| YTD | -65.9% | +45.1% | -111.1% | -73.8% |
| 1Y | -71.8% | +33.1% | -104.9% | -77.6% |
| 3Y | -83.3% | +40.6% | -123.9% | -88.6% |
| All | -85.4% | -67.4% | -18.0% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling