-64.4%
TTD vs TRMB
-31.2%
-33.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.2% |
| 7D | +19.9% | -16.6% | +36.5% | +29.6% |
| 30D | +27.6% | -8.9% | +36.5% | +30.0% |
| 3M | +15.2% | -6.3% | +21.5% | +14.7% |
| 6M | -33.2% | -10.0% | -23.2% | -31.9% |
| YTD | -59.4% | -30.1% | -29.3% | -53.1% |
| 1Y | -64.4% | -31.3% | -33.1% | -59.0% |
| All | -64.4% | -31.2% | -33.2% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 1y: compounded portfolio wealth divided by compounded TRMB 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…
1y analysis · Full analysis span regression · 6 months rolling