-73.5%
TTD vs UL
-8.6%
-64.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.8% |
| 7D | -4.6% | -3.2% | -1.4% | -4.2% |
| 30D | +3.7% | -0.6% | +4.2% | +3.7% |
| 3M | -30.2% | +9.4% | -39.7% | -29.6% |
| 6M | -51.4% | -4.1% | -47.3% | -52.7% |
| YTD | -63.4% | -2.0% | -61.5% | -64.9% |
| 1Y | -73.5% | -9.0% | -64.5% | -73.6% |
| All | -73.5% | -8.6% | -64.9% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling