+420.9%
TTD vs TRV
+334.4%
+86.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | +21.3% | +2.0% | +19.2% | +20.2% |
| 30D | +28.7% | +6.7% | +22.0% | +25.3% |
| 3M | +7.7% | +9.4% | -1.7% | +3.8% |
| 6M | -23.5% | +37.7% | -61.2% | -33.2% |
| YTD | -58.7% | +40.6% | -99.3% | -64.4% |
| 1Y | -63.4% | +42.4% | -105.9% | -68.7% |
| 3Y | -75.3% | +148.1% | -223.4% | -84.2% |
| 5Y | -84.4% | +181.7% | -266.1% | -90.9% |
| 10Y | +516.1% | +352.6% | +163.5% | +151.8% |
| All | +420.9% | +334.4% | +86.5% | +119.6% |
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