-71.8%
TTD vs TPR
+42.2%
-114.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +0.8% |
| 7D | +5.2% | +14.2% | -9.0% | +7.0% |
| 30D | +6.9% | +17.1% | -10.1% | +9.2% |
| 3M | -26.8% | -17.7% | -9.1% | -29.6% |
| 6M | -46.1% | -10.2% | -36.0% | -47.7% |
| YTD | -65.9% | +4.9% | -70.8% | -66.8% |
| 1Y | -71.8% | +36.1% | -108.0% | -71.5% |
| All | -71.8% | +42.2% | -114.0% | -71.5% |
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