+396.0%
TTD vs TRMB
+102.3%
+293.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +1.1% | +14.4% | +14.7% |
| 7D | +19.0% | -17.0% | +35.9% | +34.2% |
| 30D | +23.6% | -9.0% | +32.6% | +29.9% |
| 3M | +8.2% | -8.1% | +16.3% | +12.4% |
| 6M | -35.3% | -10.1% | -25.2% | -31.9% |
| YTD | -60.7% | -30.2% | -30.5% | -49.5% |
| 1Y | -65.3% | -30.7% | -34.6% | -55.5% |
| 3Y | -80.6% | +32.6% | -113.2% | -86.0% |
| 5Y | -84.6% | -38.1% | -46.5% | -78.7% |
| 10Y | +550.5% | +98.9% | +451.6% | +308.5% |
| All | +396.0% | +102.3% | +293.7% | +194.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling