+414.0%
TTD vs UL
+78.8%
+335.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.4% |
| 7D | +20.8% | -2.5% | +23.2% | +22.1% |
| 30D | +27.1% | +5.7% | +21.5% | +23.9% |
| 3M | +14.7% | +7.0% | +7.7% | +11.2% |
| 6M | -26.8% | +16.1% | -42.9% | -31.4% |
| YTD | -59.2% | +3.6% | -62.8% | -60.4% |
| 1Y | -64.7% | -1.4% | -63.3% | -64.9% |
| 3Y | -75.8% | +34.1% | -109.9% | -79.5% |
| 5Y | -84.6% | +32.0% | -116.6% | -87.0% |
| 10Y | +507.9% | +104.7% | +403.1% | +421.7% |
| All | +414.0% | +78.8% | +335.1% | +362.5% |
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