-80.9%
TTD vs UL
+19.6%
-100.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.3% |
| 7D | -4.6% | -3.2% | -1.4% | -3.2% |
| 30D | +3.7% | -0.6% | +4.2% | +4.0% |
| 3M | -30.2% | +9.4% | -39.7% | -32.8% |
| 6M | -51.4% | -4.1% | -47.3% | -50.5% |
| YTD | -63.4% | -2.0% | -61.5% | -63.5% |
| 1Y | -73.5% | -9.0% | -64.5% | -72.6% |
| 3Y | -83.5% | +21.8% | -105.3% | -85.8% |
| 5Y | -80.9% | +20.6% | -101.5% | -85.1% |
| All | -80.9% | +19.6% | -100.5% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling