+379.4%
TTD vs TRU
+148.5%
+230.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.9% | +1.6% | -0.1% |
| 7D | +6.3% | -6.8% | +13.1% | +11.7% |
| 30D | -23.9% | 0.0% | -23.9% | -24.1% |
| 3M | -31.4% | +13.3% | -44.7% | -37.8% |
| 6M | -42.7% | +3.4% | -46.1% | -44.9% |
| YTD | -62.0% | -6.4% | -55.6% | -61.2% |
| 1Y | -72.2% | -9.7% | -62.5% | -71.4% |
| 3Y | -81.9% | +0.1% | -82.1% | -84.9% |
| 5Y | -81.5% | -34.0% | -47.5% | -77.6% |
| All | +379.4% | +148.5% | +230.9% | +211.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling