+379.4%
TTD vs TRI
+216.9%
+162.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.4% | +1.1% | -0.1% |
| 7D | +6.3% | -0.5% | +6.9% | +6.7% |
| 30D | -23.9% | +7.9% | -31.8% | -28.9% |
| 3M | -31.4% | +24.1% | -55.4% | -44.0% |
| 6M | -42.7% | +3.8% | -46.5% | -46.0% |
| YTD | -62.0% | -16.9% | -45.1% | -57.2% |
| 1Y | -72.2% | -38.4% | -33.8% | -59.3% |
| 3Y | -81.9% | -12.2% | -69.7% | -82.2% |
| 5Y | -81.5% | -1.8% | -79.8% | -83.5% |
| All | +379.4% | +216.9% | +162.5% | +150.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling