-72.2%
TTD vs TT
+10.3%
-82.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.2% |
| 7D | +6.3% | -0.2% | +6.6% | +6.3% |
| 30D | -23.9% | -7.4% | -16.5% | -25.5% |
| 3M | -31.4% | -3.2% | -28.2% | -32.1% |
| 6M | -42.7% | +1.1% | -43.8% | -42.4% |
| YTD | -62.0% | +15.6% | -77.6% | -61.0% |
| 1Y | -72.2% | +9.2% | -81.4% | -70.7% |
| All | -72.2% | +10.3% | -82.5% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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