+379.4%
TTD vs TRMB
+120.0%
+259.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.3% | -3.5% |
| 7D | +6.3% | -2.5% | +8.9% | +8.5% |
| 30D | -23.9% | +1.5% | -25.4% | -25.1% |
| 3M | -31.4% | +6.8% | -38.2% | -35.2% |
| 6M | -42.7% | -14.9% | -27.7% | -35.2% |
| YTD | -62.0% | -24.1% | -37.9% | -53.0% |
| 1Y | -72.2% | -25.4% | -46.8% | -65.6% |
| 3Y | -81.9% | +8.0% | -90.0% | -84.3% |
| 5Y | -81.5% | -37.3% | -44.2% | -74.1% |
| All | +379.4% | +120.0% | +259.4% | +174.2% |
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