-63.4%
TTD vs TRV
+43.0%
-106.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | +21.3% | +2.0% | +19.2% | +20.6% |
| 30D | +28.7% | +6.7% | +22.0% | +26.8% |
| 3M | +7.7% | +9.4% | -1.7% | +5.6% |
| 6M | -23.5% | +37.7% | -61.2% | -22.9% |
| YTD | -58.7% | +40.6% | -99.3% | -60.0% |
| 1Y | -63.4% | +42.4% | -105.9% | -64.4% |
| All | -63.4% | +43.0% | -106.4% | -64.4% |
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