+379.4%
TTD vs UL
+73.9%
+305.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | +6.3% | -1.3% | +7.7% | +6.9% |
| 30D | -23.9% | +0.5% | -24.4% | -24.0% |
| 3M | -31.4% | +17.6% | -49.0% | -35.9% |
| 6M | -42.7% | -5.4% | -37.3% | -41.5% |
| YTD | -62.0% | +0.7% | -62.7% | -62.5% |
| 1Y | -72.2% | -9.3% | -63.0% | -71.3% |
| 3Y | -81.9% | +24.5% | -106.5% | -84.1% |
| 5Y | -81.5% | +23.2% | -104.8% | -83.9% |
| All | +379.4% | +73.9% | +305.5% | +337.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling