-79.9%
TTD vs TNA
-23.3%
-56.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.6% | +2.1% |
| 7D | -0.6% | -7.3% | +6.6% | +2.9% |
| 30D | +6.3% | -14.2% | +20.5% | +13.9% |
| 3M | -24.1% | -4.6% | -19.6% | -23.5% |
| 6M | -47.4% | +36.9% | -84.4% | -57.3% |
| YTD | -62.2% | +42.5% | -104.8% | -70.5% |
| 1Y | -68.3% | +45.8% | -114.1% | -76.3% |
| 3Y | -83.4% | +104.7% | -188.1% | -91.9% |
| All | -79.9% | -23.3% | -56.5% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling