+329.6%
TTD vs TPR
+383.8%
-54.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +1.4% |
| 7D | +5.2% | +14.2% | -9.0% | -0.6% |
| 30D | +6.9% | +17.1% | -10.1% | 0.0% |
| 3M | -26.8% | -17.7% | -9.1% | -22.3% |
| 6M | -46.1% | -10.2% | -36.0% | -45.6% |
| YTD | -65.9% | +4.9% | -70.8% | -68.5% |
| 1Y | -71.8% | +36.1% | -108.0% | -77.0% |
| 3Y | -83.3% | +416.5% | -499.8% | -92.8% |
| 5Y | -81.1% | +254.8% | -335.9% | -90.5% |
| 10Y | +441.7% | +391.7% | +49.9% | +154.7% |
| All | +329.6% | +383.8% | -54.2% | +102.6% |
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