-72.0%
TTD vs TPR
+20.9%
-92.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.7% | +3.2% |
| 7D | +3.7% | +12.6% | -9.0% | +4.9% |
| 30D | +10.4% | +7.1% | +3.3% | +11.0% |
| 3M | -31.6% | -19.4% | -12.2% | -33.9% |
| 6M | -45.1% | -9.7% | -35.4% | -46.3% |
| YTD | -65.1% | -1.0% | -64.1% | -66.7% |
| 1Y | -72.0% | +19.3% | -91.3% | -73.6% |
| All | -72.0% | +20.9% | -92.9% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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