+339.5%
TTD vs USB
+105.8%
+233.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.0% |
| 7D | +3.7% | +2.4% | +1.3% | +2.6% |
| 30D | +10.4% | +6.6% | +3.9% | +7.1% |
| 3M | -31.6% | -4.1% | -27.5% | -30.2% |
| 6M | -45.1% | +12.5% | -57.6% | -48.2% |
| YTD | -65.1% | +17.6% | -82.8% | -68.1% |
| 1Y | -72.0% | +36.5% | -108.5% | -76.2% |
| 3Y | -83.3% | +95.4% | -178.7% | -88.3% |
| 5Y | -81.7% | +26.1% | -107.9% | -84.5% |
| 10Y | +454.3% | +101.3% | +353.0% | +226.8% |
| All | +339.5% | +105.8% | +233.8% | +141.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling