-30.6%
TTD vs USAR
-66.6%
+36.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +6.5% | +9.0% | +15.6% |
| 7D | +19.0% | -1.1% | +20.0% | +18.6% |
| 30D | +23.6% | -30.3% | +53.8% | +20.0% |
| 3M | +8.2% | -54.7% | +62.9% | +0.6% |
| All | -30.6% | -66.6% | +36.0% | -33.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling