-72.2%
TTD vs TRV
+34.7%
-106.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.0% | -4.3% |
| 7D | +6.3% | -0.1% | +6.5% | +6.3% |
| 30D | -23.9% | -3.4% | -20.5% | -23.8% |
| 3M | -31.4% | +26.4% | -57.8% | -29.7% |
| 6M | -42.7% | +19.3% | -62.0% | -42.1% |
| YTD | -62.0% | +28.3% | -90.3% | -61.7% |
| 1Y | -72.2% | +34.3% | -106.5% | -71.8% |
| All | -72.2% | +34.7% | -106.9% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1y: compounded portfolio wealth divided by compounded TRV 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…
1y analysis · Full analysis span regression · 6 months rolling