+361.1%
TTD vs USFR
+28.0%
+333.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | +3.7% | +0.3% | +3.4% | +3.7% |
| 3M | -30.2% | +1.0% | -31.2% | -30.1% |
| 6M | -51.4% | +1.9% | -53.3% | -51.2% |
| YTD | -63.4% | +2.7% | -66.1% | -63.2% |
| 1Y | -73.5% | +4.0% | -77.5% | -73.3% |
| 3Y | -83.5% | +14.0% | -97.5% | -83.1% |
| 5Y | -80.9% | +20.4% | -101.4% | -80.3% |
| All | +361.1% | +28.0% | +333.1% | +365.6% |
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