-75.3%
TTD vs TAP
-22.2%
-53.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.9% | +1.6% |
| 7D | +21.3% | +1.3% | +20.0% | +21.4% |
| 30D | +28.7% | +5.7% | +23.0% | +29.4% |
| 3M | +7.7% | -1.9% | +9.6% | +7.2% |
| 6M | -23.5% | +0.9% | -24.4% | -23.5% |
| YTD | -58.7% | -9.5% | -49.2% | -59.5% |
| 1Y | -63.4% | -9.0% | -54.5% | -64.1% |
| 3Y | -75.3% | -22.2% | -53.0% | -76.1% |
| All | -75.3% | -22.2% | -53.1% | -76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling