+365.8%
TTD vs TGT
+217.7%
+148.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.8% | -2.4% |
| 7D | +1.7% | -0.6% | +2.4% | +2.0% |
| 30D | +1.6% | +9.5% | -7.9% | -2.6% |
| 3M | -27.8% | +32.3% | -60.1% | -36.7% |
| 6M | -52.1% | +37.0% | -89.1% | -58.9% |
| YTD | -63.1% | +71.0% | -134.1% | -71.4% |
| 1Y | -73.1% | +85.0% | -158.1% | -80.0% |
| 3Y | -83.3% | +46.8% | -130.1% | -87.2% |
| 5Y | -80.6% | -22.7% | -57.9% | -80.1% |
| All | +365.8% | +217.7% | +148.1% | +246.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling