-69.1%
TTD vs TNA
+51.2%
-120.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.7% | +0.9% |
| 7D | -7.4% | -7.6% | +0.2% | -6.7% |
| 30D | +3.0% | -13.6% | +16.7% | +4.4% |
| 3M | -27.6% | +2.8% | -30.4% | -28.0% |
| 6M | -49.5% | +34.5% | -84.0% | -51.5% |
| YTD | -63.2% | +41.0% | -104.2% | -65.2% |
| All | -69.1% | +51.2% | -120.3% | -70.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling