-67.8%
TTD vs U
-43.0%
-24.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.5% | -4.0% |
| 7D | +1.7% | +4.5% | -2.7% | -0.2% |
| 30D | +1.6% | -0.6% | +2.2% | +1.7% |
| 3M | -27.8% | +48.4% | -76.3% | -40.7% |
| 6M | -52.1% | +115.4% | -167.5% | -67.1% |
| YTD | -63.1% | -3.2% | -59.9% | -65.7% |
| 1Y | -73.1% | -6.0% | -67.0% | -75.4% |
| 3Y | -83.3% | +13.5% | -96.7% | -88.3% |
| 5Y | -80.6% | -68.0% | -12.6% | -76.1% |
| All | -67.8% | -43.0% | -24.8% | -64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling