+420.9%
TTD vs TGT
+217.4%
+203.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.2% |
| 7D | +21.3% | +2.6% | +18.6% | +20.1% |
| 30D | +28.7% | +4.7% | +24.1% | +26.4% |
| 3M | +7.7% | +4.6% | +3.1% | +5.4% |
| 6M | -23.5% | +34.9% | -58.3% | -33.7% |
| YTD | -58.7% | +70.9% | -129.6% | -68.0% |
| 1Y | -63.4% | +84.4% | -147.8% | -72.7% |
| 3Y | -75.3% | +69.1% | -144.4% | -82.3% |
| 5Y | -84.4% | -26.9% | -57.4% | -83.7% |
| 10Y | +516.1% | +207.6% | +308.5% | +366.9% |
| All | +420.9% | +217.4% | +203.5% | +287.3% |
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 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