-85.1%
TTD vs TRI
+0.5%
-85.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.3% |
| 7D | +21.3% | -2.9% | +24.2% | +23.3% |
| 30D | +28.7% | +3.7% | +25.0% | +22.4% |
| 3M | +7.7% | +3.7% | +4.0% | +1.4% |
| 6M | -23.5% | +35.1% | -58.6% | -43.6% |
| YTD | -58.7% | -14.0% | -44.7% | -54.7% |
| 1Y | -63.4% | -19.0% | -44.5% | -57.5% |
| 3Y | -75.3% | -12.0% | -63.3% | -78.8% |
| All | -85.1% | +0.5% | -85.6% | -90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling