-30.6%
TTD vs U
+84.1%
-114.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -0.1% | +15.6% | +15.5% |
| 7D | +19.0% | +32.3% | -13.3% | +13.6% |
| 30D | +23.6% | +9.7% | +13.9% | +21.2% |
| 3M | +8.2% | +19.6% | -11.4% | +4.6% |
| All | -30.6% | +84.1% | -114.8% | -45.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling