-72.2%
TTD vs TE
+132.3%
-204.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -4.4% |
| 7D | +6.3% | -4.0% | +10.3% | +6.4% |
| 30D | -23.9% | -15.9% | -8.0% | -23.6% |
| 3M | -31.4% | -60.5% | +29.2% | -29.1% |
| 6M | -42.7% | -35.2% | -7.5% | -43.3% |
| YTD | -62.0% | -31.1% | -30.8% | -63.0% |
| 1Y | -72.2% | +148.6% | -220.9% | -76.4% |
| All | -72.2% | +132.3% | -204.5% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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