-71.8%
TTD vs USB
+31.9%
-103.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +5.2% | 0.0% | +5.2% | +5.2% |
| 30D | +6.9% | +5.8% | +1.1% | +5.2% |
| 3M | -26.8% | -6.0% | -20.9% | -25.6% |
| 6M | -46.1% | +7.8% | -53.9% | -46.4% |
| YTD | -65.9% | +14.6% | -80.5% | -67.0% |
| 1Y | -71.8% | +31.8% | -103.6% | -74.9% |
| All | -71.8% | +31.9% | -103.8% | -74.9% |
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