-80.8%
TTD vs S
-71.4%
-9.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.6% |
| 7D | +6.3% | -7.7% | +14.0% | +10.4% |
| 30D | -23.9% | -5.3% | -18.6% | -22.9% |
| 3M | -31.4% | +20.3% | -51.6% | -39.2% |
| 6M | -42.7% | +47.4% | -90.0% | -54.9% |
| YTD | -62.0% | +32.5% | -94.5% | -68.6% |
| 1Y | -72.2% | +9.5% | -81.7% | -75.0% |
| 3Y | -81.9% | +15.5% | -97.5% | -85.9% |
| All | -80.8% | -71.4% | -9.4% | -69.6% |
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