-73.1%
TTD vs TT
+8.3%
-81.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -3.0% |
| 7D | +1.7% | +1.6% | +0.2% | +2.2% |
| 30D | +1.6% | -7.3% | +8.9% | -0.6% |
| 3M | -27.8% | -2.6% | -25.3% | -28.4% |
| 6M | -52.1% | +5.9% | -58.0% | -51.4% |
| YTD | -63.1% | +15.4% | -78.5% | -62.1% |
| 1Y | -73.1% | +8.2% | -81.3% | -71.7% |
| All | -73.1% | +8.3% | -81.4% | -71.7% |
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