-84.1%
TTD vs USAR
+74.0%
-158.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.4% |
| 7D | +6.3% | -2.1% | +8.4% | +6.3% |
| 30D | -23.9% | +2.6% | -26.5% | -23.8% |
| 3M | -31.4% | -35.0% | +3.6% | -31.5% |
| 6M | -42.7% | -6.9% | -35.8% | -42.5% |
| YTD | -62.0% | +48.0% | -110.0% | -61.5% |
| 1Y | -72.2% | +24.8% | -97.0% | -71.7% |
| 3Y | -81.9% | +73.2% | -155.2% | -82.6% |
| All | -84.1% | +74.0% | -158.1% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling