+361.1%
TTD vs TRV
+293.9%
+67.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -4.6% | +0.2% | -4.8% | -4.6% |
| 30D | +3.7% | -2.3% | +6.0% | +4.7% |
| 3M | -30.2% | +22.7% | -52.9% | -36.1% |
| 6M | -51.4% | +21.9% | -73.3% | -55.5% |
| YTD | -63.4% | +27.5% | -90.9% | -67.2% |
| 1Y | -73.5% | +36.2% | -109.8% | -77.0% |
| 3Y | -83.5% | +140.6% | -224.1% | -89.4% |
| 5Y | -80.9% | +154.5% | -235.5% | -88.5% |
| All | +361.1% | +293.9% | +67.3% | +102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling