-72.2%
TTD vs TGT
+84.5%
-156.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.6% | -4.4% |
| 7D | +6.3% | +0.8% | +5.6% | +6.1% |
| 30D | -23.9% | +12.2% | -36.1% | -26.4% |
| 3M | -31.4% | +33.8% | -65.2% | -37.1% |
| 6M | -42.7% | +39.3% | -82.0% | -48.4% |
| YTD | -62.0% | +72.9% | -134.8% | -68.3% |
| 1Y | -72.2% | +84.6% | -156.8% | -77.6% |
| All | -72.2% | +84.5% | -156.7% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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