-69.7%
TTD vs TD
+61.3%
-131.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | -7.4% | -2.6% | -4.9% | -7.3% |
| 30D | +3.0% | -1.0% | +4.0% | +3.0% |
| 3M | -27.6% | +5.6% | -33.2% | -27.9% |
| 6M | -49.5% | +27.1% | -76.6% | -52.2% |
| YTD | -63.2% | +29.4% | -92.6% | -66.1% |
| 1Y | -69.7% | +60.7% | -130.4% | -75.4% |
| All | -69.7% | +61.3% | -131.0% | -75.4% |
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