-84.0%
TTD vs TNA
+105.9%
-189.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +0.2% |
| 7D | -4.6% | -3.6% | -1.0% | -3.6% |
| 30D | +3.7% | -10.1% | +13.7% | +6.8% |
| 3M | -30.2% | +2.7% | -32.9% | -31.5% |
| 6M | -51.4% | +38.4% | -89.8% | -57.4% |
| YTD | -63.4% | +45.4% | -108.9% | -68.9% |
| 1Y | -73.5% | +55.9% | -129.5% | -78.5% |
| All | -84.0% | +105.9% | -189.9% | -89.6% |
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 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