+414.0%
TTD vs TRMB
+106.5%
+307.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.3% |
| 7D | +20.8% | +4.1% | +16.7% | +17.2% |
| 30D | +27.1% | -7.0% | +34.1% | +31.4% |
| 3M | +14.7% | -0.9% | +15.6% | +12.3% |
| 6M | -26.8% | -1.2% | -25.6% | -28.5% |
| YTD | -59.2% | -28.7% | -30.5% | -48.5% |
| 1Y | -64.7% | -32.1% | -32.6% | -53.8% |
| 3Y | -75.8% | +33.4% | -109.2% | -82.5% |
| 5Y | -84.6% | -35.6% | -49.0% | -79.4% |
| 10Y | +507.9% | +103.8% | +404.1% | +275.0% |
| All | +414.0% | +106.5% | +307.4% | +200.8% |
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