-72.2%
TTD vs U
+6.4%
-78.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.2% |
| 7D | +6.3% | -3.8% | +10.1% | +7.2% |
| 30D | -23.9% | +17.5% | -41.3% | -27.2% |
| 3M | -31.4% | +38.7% | -70.1% | -37.2% |
| 6M | -42.7% | +104.4% | -147.1% | -51.5% |
| YTD | -62.0% | -5.7% | -56.3% | -64.0% |
| 1Y | -72.2% | +3.7% | -75.9% | -74.3% |
| All | -72.2% | +6.4% | -78.6% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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