-43.5%
TTD vs TE
-80.5%
+36.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +1.8% |
| 7D | +21.3% | -19.1% | +40.3% | +25.0% |
| 30D | +28.7% | -34.1% | +62.9% | +36.2% |
| 3M | +7.7% | -60.1% | +67.8% | +22.1% |
| 6M | -23.5% | -66.0% | +42.5% | -16.6% |
| YTD | -58.7% | -71.4% | +12.7% | -55.8% |
| 1Y | -63.4% | -45.3% | -18.2% | -66.4% |
| 3Y | -75.3% | +9.1% | -84.4% | -85.7% |
| 5Y | -84.4% | -82.6% | -1.8% | -84.8% |
| All | -43.5% | -80.5% | +36.9% | -43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling