-83.3%
TTD vs TE
-20.2%
-63.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +10.0% | -12.8% | -3.7% |
| 7D | +1.7% | +18.2% | -16.5% | +0.2% |
| 30D | +1.6% | -13.5% | +15.1% | +2.6% |
| 3M | -27.8% | -44.6% | +16.7% | -25.1% |
| 6M | -52.1% | -24.7% | -27.4% | -53.2% |
| YTD | -63.1% | -24.3% | -38.8% | -64.5% |
| 1Y | -73.1% | +155.6% | -228.6% | -78.6% |
| 3Y | -83.3% | -18.3% | -65.0% | -83.1% |
| All | -83.3% | -20.2% | -63.1% | -83.1% |
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