-69.7%
TTD vs TE
+136.1%
-205.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.7% | +7.4% | +0.8% |
| 7D | -7.4% | +0.9% | -8.3% | -7.5% |
| 30D | +3.0% | -16.3% | +19.3% | +3.4% |
| 3M | -27.6% | -40.8% | +13.2% | -26.7% |
| 6M | -49.5% | -42.6% | -6.9% | -49.5% |
| YTD | -63.2% | -31.4% | -31.8% | -64.1% |
| 1Y | -69.7% | +144.9% | -214.6% | -72.6% |
| All | -69.7% | +136.1% | -205.8% | -72.6% |
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