-72.2%
TTD vs USAR
+27.9%
-100.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.4% |
| 7D | +6.3% | -2.1% | +8.4% | +6.4% |
| 30D | -23.9% | +2.6% | -26.5% | -24.0% |
| 3M | -31.4% | -35.0% | +3.6% | -30.3% |
| 6M | -42.7% | -6.9% | -35.8% | -43.0% |
| YTD | -62.0% | +48.0% | -110.0% | -63.4% |
| 1Y | -72.2% | +24.8% | -97.0% | -74.5% |
| All | -72.2% | +27.9% | -100.1% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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