-73.5%
TTD vs TSN
-3.8%
-69.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.1% |
| 7D | -4.6% | -7.3% | +2.7% | -5.2% |
| 30D | +3.7% | -8.6% | +12.3% | +2.9% |
| 3M | -30.2% | -7.5% | -22.7% | -30.5% |
| 6M | -51.4% | -14.1% | -37.3% | -52.0% |
| YTD | -63.4% | -9.4% | -54.0% | -63.6% |
| 1Y | -73.5% | -4.1% | -69.4% | -73.8% |
| All | -73.5% | -3.8% | -69.7% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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