-84.6%
TTD vs TRMB
-38.3%
-46.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +1.1% | +14.4% | +14.6% |
| 7D | +19.0% | -17.0% | +35.9% | +35.3% |
| 30D | +23.6% | -9.0% | +32.6% | +30.0% |
| 3M | +8.2% | -8.1% | +16.3% | +12.3% |
| 6M | -35.3% | -10.1% | -25.2% | -31.9% |
| YTD | -60.7% | -30.2% | -30.5% | -48.3% |
| 1Y | -65.3% | -30.7% | -34.6% | -54.5% |
| 3Y | -80.6% | +32.6% | -113.2% | -87.6% |
| 5Y | -84.6% | -38.1% | -46.5% | -72.3% |
| All | -84.6% | -38.3% | -46.3% | -72.3% |
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