+364.1%
TTD vs TDY
+457.8%
-93.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -7.4% | -1.9% | -5.6% | -6.2% |
| 30D | +3.0% | -12.5% | +15.5% | +12.8% |
| 3M | -27.6% | -0.8% | -26.8% | -28.3% |
| 6M | -49.5% | -9.0% | -40.5% | -47.6% |
| YTD | -63.2% | +16.8% | -80.0% | -69.1% |
| 1Y | -69.7% | +9.5% | -79.2% | -73.4% |
| 3Y | -83.3% | +45.4% | -128.8% | -88.5% |
| 5Y | -80.8% | +37.8% | -118.6% | -85.9% |
| All | +364.1% | +457.8% | -93.7% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling