-83.3%
TTD vs TD
+128.4%
-211.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.5% |
| 7D | +1.7% | +0.9% | +0.9% | +1.5% |
| 30D | +1.6% | -0.7% | +2.2% | +1.8% |
| 3M | -27.8% | +6.3% | -34.1% | -29.9% |
| 6M | -52.1% | +27.9% | -80.0% | -57.8% |
| YTD | -63.1% | +29.8% | -92.9% | -67.8% |
| 1Y | -73.1% | +63.7% | -136.7% | -79.5% |
| 3Y | -83.3% | +128.3% | -211.6% | -90.0% |
| All | -83.3% | +128.4% | -211.7% | -90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling