-73.1%
TTD vs USAR
+29.1%
-102.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.8% |
| 7D | +1.7% | +2.3% | -0.6% | +1.7% |
| 30D | +1.6% | -8.6% | +10.2% | +1.7% |
| 3M | -27.8% | -20.5% | -7.4% | -27.3% |
| 6M | -52.1% | +1.2% | -53.3% | -52.6% |
| YTD | -63.1% | +48.4% | -111.5% | -64.5% |
| 1Y | -73.1% | +30.6% | -103.7% | -75.4% |
| All | -73.1% | +29.1% | -102.1% | -75.4% |
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