-83.4%
TTD vs TDY
+46.9%
-130.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.3% |
| 7D | -0.6% | -1.1% | +0.5% | -0.3% |
| 30D | +6.3% | -12.0% | +18.3% | +10.6% |
| 3M | -24.1% | -3.2% | -20.9% | -24.0% |
| 6M | -47.4% | -7.9% | -39.6% | -46.5% |
| YTD | -62.2% | +18.2% | -80.4% | -67.2% |
| 1Y | -68.3% | +6.7% | -75.0% | -70.8% |
| 3Y | -83.4% | +47.5% | -131.0% | -87.3% |
| All | -83.4% | +46.9% | -130.3% | -87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling