-80.9%
TTD vs TRI
-10.1%
-70.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | +0.4% |
| 7D | -4.6% | -8.4% | +3.8% | +1.9% |
| 30D | +3.7% | -6.5% | +10.1% | +8.8% |
| 3M | -30.2% | +18.6% | -48.8% | -41.4% |
| 6M | -51.4% | -10.4% | -41.0% | -48.4% |
| YTD | -63.4% | -23.7% | -39.7% | -54.7% |
| 1Y | -73.5% | -42.5% | -31.1% | -56.3% |
| 3Y | -83.5% | -19.3% | -64.2% | -84.7% |
| 5Y | -80.9% | -9.7% | -71.3% | -86.1% |
| All | -80.9% | -10.1% | -70.9% | -86.1% |
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