+325.6%
TTD vs USB
+101.5%
+224.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.2% |
| 7D | -1.9% | -1.5% | -0.4% | -1.1% |
| 30D | +7.5% | +4.3% | +3.2% | +5.3% |
| 3M | -32.4% | -6.1% | -26.4% | -30.3% |
| 6M | -47.9% | +9.4% | -57.3% | -50.2% |
| YTD | -66.3% | +15.2% | -81.4% | -68.8% |
| 1Y | -73.1% | +32.8% | -105.9% | -76.9% |
| 3Y | -83.8% | +91.3% | -175.1% | -88.5% |
| 5Y | -81.3% | +22.7% | -104.0% | -83.9% |
| 10Y | +436.7% | +97.0% | +339.6% | +219.7% |
| All | +325.6% | +101.5% | +224.1% | +136.7% |
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