-75.3%
TTD vs U
+99.9%
-175.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.2% | -3.9% | +0.1% |
| 7D | +21.3% | +2.6% | +18.7% | +20.5% |
| 30D | +28.7% | +27.6% | +1.2% | +20.9% |
| 3M | +7.7% | +15.3% | -7.6% | +3.1% |
| 6M | -23.5% | +96.4% | -119.9% | -36.8% |
| YTD | -58.7% | +19.6% | -78.3% | -62.6% |
| 1Y | -63.4% | +42.1% | -105.5% | -68.5% |
| 3Y | -75.3% | +87.5% | -162.8% | -81.9% |
| All | -75.3% | +99.9% | -175.2% | -81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling