-80.8%
TTD vs TT
+140.2%
-221.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.9% |
| 7D | +6.3% | 0.0% | +6.3% | +6.3% |
| 30D | -23.9% | -7.2% | -16.7% | -20.5% |
| 3M | -31.4% | -3.0% | -28.4% | -31.4% |
| 6M | -42.7% | +1.4% | -44.0% | -45.7% |
| YTD | -62.0% | +15.9% | -77.9% | -68.2% |
| 1Y | -72.2% | +9.4% | -81.6% | -75.9% |
| 3Y | -81.9% | +124.4% | -206.3% | -92.8% |
| All | -80.8% | +140.2% | -221.0% | -94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling