-84.0%
TTD vs TRU
-2.1%
-81.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -4.6% | -6.5% | +1.9% | -1.6% |
| 30D | +3.7% | -2.5% | +6.2% | +4.9% |
| 3M | -30.2% | +10.4% | -40.6% | -33.3% |
| 6M | -51.4% | +1.6% | -53.0% | -52.1% |
| YTD | -63.4% | -9.7% | -53.7% | -62.2% |
| 1Y | -73.5% | -17.3% | -56.3% | -71.7% |
| All | -84.0% | -2.1% | -81.8% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling