-72.2%
TTD vs TDY
+11.8%
-84.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.8% | -4.3% |
| 7D | +6.3% | -1.8% | +8.2% | +6.0% |
| 30D | -23.9% | -10.7% | -13.2% | -25.3% |
| 3M | -31.4% | -1.3% | -30.1% | -31.8% |
| 6M | -42.7% | -10.6% | -32.1% | -43.1% |
| YTD | -62.0% | +19.6% | -81.6% | -65.1% |
| 1Y | -72.2% | +11.6% | -83.8% | -73.8% |
| All | -72.2% | +11.8% | -84.0% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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