-72.2%
TTD vs TD
+64.8%
-137.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -4.3% |
| 7D | +6.3% | +0.3% | +6.0% | +6.3% |
| 30D | -23.9% | +0.4% | -24.3% | -24.0% |
| 3M | -31.4% | +7.6% | -39.0% | -31.7% |
| 6M | -42.7% | +25.0% | -67.7% | -44.9% |
| YTD | -62.0% | +31.0% | -93.0% | -64.7% |
| 1Y | -72.2% | +65.2% | -137.4% | -75.8% |
| All | -72.2% | +64.8% | -137.0% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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