-48.4%
TTD vs TE
-52.9%
+4.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +2.0% | +2.5% |
| 7D | -0.6% | +0.2% | -0.8% | -0.8% |
| 30D | +6.3% | -5.9% | +12.2% | +6.8% |
| 3M | -24.1% | -45.6% | +21.4% | -19.0% |
| 6M | -47.4% | -43.4% | -4.1% | -46.9% |
| YTD | -62.2% | -31.0% | -31.2% | -64.3% |
| 1Y | -68.3% | +145.2% | -213.5% | -78.6% |
| 3Y | -83.4% | -24.1% | -59.4% | -87.1% |
| 5Y | -80.3% | -48.1% | -32.2% | -83.8% |
| All | -48.4% | -52.9% | +4.5% | -54.7% |
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