-42.7%
TTD vs TT
+0.2%
-42.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.1% |
| 7D | +6.3% | -0.2% | +6.6% | +6.2% |
| 30D | -23.9% | -7.4% | -16.5% | -26.2% |
| 3M | -31.4% | -3.2% | -28.2% | -32.3% |
| 6M | -42.7% | +1.1% | -43.8% | -41.6% |
| All | -42.7% | +0.2% | -42.9% | -41.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling