+364.1%
TTD vs TNA
+76.5%
+287.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.7% | +2.0% |
| 7D | -7.4% | -7.6% | +0.2% | -4.2% |
| 30D | +3.0% | -13.6% | +16.7% | +9.6% |
| 3M | -27.6% | +2.8% | -30.4% | -29.6% |
| 6M | -49.5% | +34.5% | -84.0% | -57.9% |
| YTD | -63.2% | +41.0% | -104.2% | -70.5% |
| 1Y | -69.7% | +52.0% | -121.7% | -77.2% |
| 3Y | -83.3% | +103.5% | -186.8% | -90.8% |
| 5Y | -80.8% | -22.5% | -58.3% | -84.1% |
| All | +364.1% | +76.5% | +287.6% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling