-69.7%
TTD vs TGT
+78.5%
-148.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +1.0% |
| 7D | -7.4% | -5.0% | -2.4% | -6.1% |
| 30D | +3.0% | +3.0% | 0.0% | +2.0% |
| 3M | -27.6% | +22.6% | -50.2% | -31.9% |
| 6M | -49.5% | +31.2% | -80.7% | -53.8% |
| YTD | -63.2% | +63.7% | -126.9% | -68.8% |
| 1Y | -69.7% | +78.5% | -148.2% | -74.9% |
| All | -69.7% | +78.5% | -148.2% | -74.9% |
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