-74.8%
TTD vs TE
+22.4%
-97.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +3.4% |
| 7D | +20.8% | -22.0% | +42.8% | +22.8% |
| 30D | +33.8% | -33.6% | +67.5% | +37.4% |
| 3M | +17.8% | -61.1% | +78.9% | +25.3% |
| 6M | -25.7% | -64.7% | +39.0% | -22.8% |
| YTD | -57.9% | -68.1% | +10.2% | -56.9% |
| 1Y | -63.8% | -51.7% | -12.1% | -65.0% |
| All | -74.8% | +22.4% | -97.2% | -79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling