-83.5%
TTD vs USAR
-13.4%
-70.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +6.5% | +9.0% | +15.5% |
| 7D | +19.0% | -1.1% | +20.0% | +18.9% |
| 30D | +23.6% | -30.3% | +53.8% | +23.0% |
| 3M | +8.2% | -54.7% | +62.9% | +6.9% |
| 6M | -35.3% | -67.5% | +32.2% | -36.0% |
| YTD | -60.7% | -26.4% | -34.3% | -60.6% |
| 1Y | -65.3% | -49.5% | -15.7% | -65.4% |
| 3Y | -80.6% | -14.5% | -66.1% | -81.7% |
| All | -83.5% | -13.4% | -70.1% | -83.4% |
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 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