-82.3%
TTD vs USB
+95.2%
-177.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | +6.3% | +1.4% | +4.9% | +5.6% |
| 30D | -23.9% | -1.3% | -22.6% | -23.4% |
| 3M | -31.4% | +15.2% | -46.6% | -36.0% |
| 6M | -42.7% | +18.8% | -61.5% | -47.6% |
| YTD | -62.0% | +21.0% | -83.0% | -65.7% |
| 1Y | -72.2% | +34.0% | -106.2% | -76.4% |
| All | -82.3% | +95.2% | -177.4% | -88.1% |
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