+379.4%
TTD vs TPR
+345.0%
+34.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +6.3% | -2.3% | +8.6% | +7.3% |
| 30D | -23.9% | -23.0% | -0.9% | -16.7% |
| 3M | -31.4% | -12.5% | -18.9% | -29.1% |
| 6M | -42.7% | -21.4% | -21.2% | -39.2% |
| YTD | -62.0% | -3.5% | -58.5% | -63.5% |
| 1Y | -72.2% | +17.4% | -89.6% | -75.9% |
| 3Y | -81.9% | +291.3% | -373.2% | -91.2% |
| 5Y | -81.5% | +241.9% | -323.5% | -90.5% |
| All | +379.4% | +345.0% | +34.4% | +134.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling