-72.0%
TTD vs TAP
+4.4%
-76.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.2% | +2.4% |
| 7D | +3.7% | +9.9% | -6.3% | +1.9% |
| 30D | +10.4% | +18.1% | -7.7% | +7.6% |
| 3M | -31.6% | +3.2% | -34.8% | -32.5% |
| 6M | -45.1% | +8.4% | -53.5% | -45.8% |
| YTD | -65.1% | -4.4% | -60.7% | -65.7% |
| 1Y | -72.0% | +3.2% | -75.2% | -72.5% |
| All | -72.0% | +4.4% | -76.4% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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