-80.6%
TTD vs TRMB
-37.5%
-43.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -1.8% |
| 7D | +1.7% | -0.3% | +2.0% | +2.1% |
| 30D | +1.6% | -1.2% | +2.8% | +2.6% |
| 3M | -27.8% | +9.6% | -37.4% | -34.2% |
| 6M | -52.1% | -16.1% | -36.0% | -44.4% |
| YTD | -63.1% | -25.0% | -38.1% | -52.6% |
| 1Y | -73.1% | -27.7% | -45.4% | -64.7% |
| 3Y | -83.3% | +15.3% | -98.6% | -87.4% |
| 5Y | -80.6% | -37.4% | -43.2% | -61.6% |
| All | -80.6% | -37.5% | -43.1% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling