+364.1%
TTD vs TRV
+296.0%
+68.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -7.4% | -1.5% | -5.9% | -6.8% |
| 30D | +3.0% | -1.8% | +4.8% | +3.8% |
| 3M | -27.6% | +21.6% | -49.2% | -33.4% |
| 6M | -49.5% | +22.5% | -72.0% | -53.8% |
| YTD | -63.2% | +28.1% | -91.3% | -67.1% |
| 1Y | -69.7% | +37.0% | -106.8% | -73.8% |
| 3Y | -83.3% | +141.9% | -225.2% | -89.4% |
| 5Y | -80.8% | +158.5% | -239.3% | -88.5% |
| All | +364.1% | +296.0% | +68.1% | +103.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling