-66.9%
TTD vs U
-44.5%
-22.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.9% |
| 7D | +6.3% | -3.8% | +10.1% | +8.1% |
| 30D | -23.9% | +17.5% | -41.3% | -30.4% |
| 3M | -31.4% | +38.7% | -70.1% | -41.9% |
| 6M | -42.7% | +104.4% | -147.1% | -59.6% |
| YTD | -62.0% | -5.7% | -56.3% | -64.3% |
| 1Y | -72.2% | +3.7% | -75.9% | -75.8% |
| 3Y | -81.9% | +12.3% | -94.3% | -87.3% |
| 5Y | -81.5% | -68.8% | -12.7% | -77.0% |
| All | -66.9% | -44.5% | -22.4% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling