-83.8%
TTD vs TRI
-17.7%
-66.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.5% | +3.7% | +0.9% |
| 7D | +1.7% | -7.1% | +8.8% | +6.0% |
| 30D | +1.6% | -2.3% | +3.9% | +2.8% |
| 3M | -27.8% | +19.6% | -47.4% | -36.3% |
| 6M | -52.1% | -8.7% | -43.4% | -50.8% |
| YTD | -63.1% | -22.3% | -40.8% | -58.4% |
| 1Y | -73.1% | -40.7% | -32.4% | -64.6% |
| All | -83.8% | -17.7% | -66.1% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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