+508.5%
TTD vs USFR
+28.6%
+479.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | +21.3% | +0.1% | +21.2% | +21.3% |
| 30D | +28.7% | +0.4% | +28.4% | +28.9% |
| 3M | +7.7% | +1.1% | +6.6% | +8.1% |
| 6M | -23.5% | +2.0% | -25.5% | -23.0% |
| YTD | -58.7% | +3.5% | -62.2% | -58.2% |
| 1Y | -63.4% | +4.1% | -67.5% | -63.0% |
| 3Y | -75.3% | +14.4% | -89.7% | -74.4% |
| 5Y | -84.4% | +21.4% | -105.8% | -83.6% |
| All | +508.5% | +28.6% | +479.9% | +561.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling