+464.6%
TTD vs USB
+92.8%
+371.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.2% |
| 7D | +5.2% | 0.0% | +5.2% | +5.2% |
| 30D | +6.9% | +5.8% | +1.1% | +4.1% |
| 3M | -26.8% | -6.0% | -20.9% | -24.6% |
| 6M | -46.1% | +7.8% | -53.9% | -48.1% |
| YTD | -65.9% | +14.6% | -80.5% | -68.4% |
| 1Y | -71.8% | +31.8% | -103.6% | -75.6% |
| 3Y | -83.3% | +91.5% | -174.8% | -88.2% |
| 5Y | -81.1% | +22.0% | -103.2% | -83.7% |
| All | +464.6% | +92.8% | +371.8% | +245.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling