-83.0%
TTD vs USAR
-21.7%
-61.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -9.6% | +12.9% | +3.2% |
| 7D | +19.9% | -9.1% | +29.0% | +19.8% |
| 30D | +27.6% | -36.9% | +64.6% | +26.9% |
| 3M | +15.2% | -58.4% | +73.6% | +13.7% |
| 6M | -33.2% | -70.6% | +37.4% | -34.0% |
| YTD | -59.4% | -33.4% | -25.9% | -59.3% |
| 1Y | -64.4% | -54.0% | -10.3% | -64.5% |
| 3Y | -75.9% | -22.7% | -53.3% | -77.3% |
| All | -83.0% | -21.7% | -61.3% | -82.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling