-75.3%
TTD vs TNA
+138.6%
-213.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | +21.3% | +3.7% | +17.5% | +20.2% |
| 30D | +28.7% | +4.4% | +24.4% | +27.2% |
| 3M | +7.7% | -26.7% | +34.4% | +17.5% |
| 6M | -23.5% | -12.8% | -10.6% | -21.8% |
| YTD | -58.7% | +22.7% | -81.4% | -63.1% |
| 1Y | -63.4% | +35.7% | -99.1% | -68.7% |
| 3Y | -75.3% | +134.6% | -209.9% | -84.7% |
| All | -75.3% | +138.6% | -213.9% | -84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling