-25.7%
TTD vs TE
-64.4%
+38.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +3.7% |
| 7D | +20.8% | -22.0% | +42.8% | +20.5% |
| 30D | +33.8% | -33.6% | +67.5% | +32.9% |
| 3M | +17.8% | -61.1% | +78.9% | +15.0% |
| 6M | -25.7% | -64.7% | +39.0% | -27.8% |
| All | -25.7% | -64.4% | +38.6% | -27.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling