-82.3%
TTD vs TPR
+292.1%
-374.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +6.3% | -2.3% | +8.6% | +7.0% |
| 30D | -23.9% | -23.0% | -0.9% | -19.1% |
| 3M | -31.4% | -12.5% | -18.9% | -30.2% |
| 6M | -42.7% | -21.4% | -21.2% | -40.3% |
| YTD | -62.0% | -3.5% | -58.5% | -63.9% |
| 1Y | -72.2% | +17.4% | -89.6% | -76.1% |
| All | -82.3% | +292.1% | -374.3% | -91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling