+379.4%
TTD vs TD
+311.0%
+68.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -3.4% |
| 7D | +6.3% | +0.3% | +6.0% | +6.2% |
| 30D | -23.9% | +0.4% | -24.3% | -24.2% |
| 3M | -31.4% | +7.6% | -39.0% | -35.4% |
| 6M | -42.7% | +25.0% | -67.7% | -52.4% |
| YTD | -62.0% | +31.0% | -93.0% | -69.6% |
| 1Y | -72.2% | +65.2% | -137.4% | -81.5% |
| 3Y | -81.9% | +122.5% | -204.4% | -90.7% |
| 5Y | -81.5% | +124.8% | -206.3% | -90.3% |
| All | +379.4% | +311.0% | +68.4% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling