-85.1%
TTD vs TPR
+230.3%
-315.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | +21.3% | -0.3% | +21.6% | +21.6% |
| 30D | +28.7% | +15.1% | +13.6% | +19.7% |
| 3M | +7.7% | +3.5% | +4.2% | +5.2% |
| 6M | -23.5% | +0.4% | -23.9% | -26.9% |
| YTD | -58.7% | +4.6% | -63.3% | -63.1% |
| 1Y | -63.4% | +33.1% | -96.5% | -72.1% |
| 3Y | -75.3% | +396.0% | -471.3% | -93.4% |
| All | -85.1% | +230.3% | -315.4% | -95.2% |
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