-80.8%
TTD vs USB
+40.0%
-120.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.2% |
| 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% | -36.5% |
| 6M | -42.7% | +18.8% | -61.5% | -48.1% |
| YTD | -62.0% | +21.0% | -83.0% | -66.1% |
| 1Y | -72.2% | +34.0% | -106.2% | -76.7% |
| 3Y | -81.9% | +95.3% | -177.3% | -88.2% |
| All | -80.8% | +40.0% | -120.9% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling