-80.9%
TTD vs TGT
-25.2%
-55.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | +0.6% |
| 7D | -4.6% | -3.6% | -1.0% | -2.8% |
| 30D | +3.7% | +4.4% | -0.8% | +1.1% |
| 3M | -30.2% | +25.4% | -55.6% | -38.6% |
| 6M | -51.4% | +33.4% | -84.8% | -58.9% |
| YTD | -63.4% | +65.6% | -129.0% | -72.7% |
| 1Y | -73.5% | +80.3% | -153.8% | -81.2% |
| 3Y | -83.5% | +42.1% | -125.6% | -88.3% |
| 5Y | -80.9% | -25.0% | -55.9% | -76.3% |
| All | -80.9% | -25.2% | -55.8% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling