-80.8%
TTD vs TPR
+239.8%
-320.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +6.3% | -2.3% | +8.6% | +7.6% |
| 30D | -23.9% | -23.0% | -0.9% | -15.1% |
| 3M | -31.4% | -12.5% | -18.9% | -28.9% |
| 6M | -42.7% | -21.4% | -21.2% | -38.5% |
| YTD | -62.0% | -3.5% | -58.5% | -64.4% |
| 1Y | -72.2% | +17.4% | -89.6% | -77.5% |
| 3Y | -81.9% | +291.3% | -373.2% | -94.1% |
| All | -80.8% | +239.8% | -320.6% | -93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling