-72.0%
TTD vs USB
+36.4%
-108.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.2% |
| 7D | +3.7% | +2.4% | +1.3% | +2.9% |
| 30D | +10.4% | +6.6% | +3.9% | +8.2% |
| 3M | -31.6% | -4.1% | -27.5% | -31.0% |
| 6M | -45.1% | +12.5% | -57.6% | -46.0% |
| YTD | -65.1% | +17.6% | -82.8% | -66.6% |
| 1Y | -72.0% | +36.5% | -108.5% | -75.6% |
| All | -72.0% | +36.4% | -108.4% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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