-70.3%
TTD vs U
-31.3%
-39.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | -1.4% |
| 7D | +5.2% | +36.6% | -31.4% | -8.7% |
| 30D | +6.9% | +13.3% | -6.4% | +0.1% |
| 3M | -26.8% | +26.2% | -53.0% | -35.4% |
| 6M | -46.1% | +88.7% | -134.9% | -60.9% |
| YTD | -65.9% | +16.6% | -82.5% | -71.3% |
| 1Y | -71.8% | +29.0% | -100.8% | -77.6% |
| 3Y | -83.3% | +99.5% | -182.8% | -91.3% |
| 5Y | -81.1% | -66.1% | -15.0% | -77.5% |
| All | -70.3% | -31.3% | -39.0% | -70.3% |
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 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