-82.8%
TTD vs TRMB
+14.4%
-97.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.3% | -3.7% |
| 7D | +6.3% | -2.5% | +8.9% | +8.1% |
| 30D | -23.9% | +1.5% | -25.4% | -24.9% |
| 3M | -31.4% | +6.8% | -38.2% | -34.5% |
| 6M | -42.7% | -14.9% | -27.7% | -36.8% |
| YTD | -62.0% | -24.1% | -37.9% | -55.1% |
| 1Y | -72.2% | -25.4% | -46.8% | -67.1% |
| All | -82.8% | +14.4% | -97.2% | -84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling