-83.5%
TTD vs USB
+90.4%
-173.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.1% |
| 7D | -1.9% | -1.5% | -0.4% | -1.1% |
| 30D | +7.5% | +4.3% | +3.2% | +5.2% |
| 3M | -32.4% | -6.1% | -26.4% | -30.2% |
| 6M | -47.9% | +9.4% | -57.3% | -50.3% |
| YTD | -66.3% | +15.2% | -81.4% | -68.9% |
| 1Y | -73.1% | +32.8% | -105.9% | -77.2% |
| All | -83.5% | +90.4% | -173.9% | -89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling