-64.7%
TTD vs USFR
+4.1%
-68.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +20.8% | +0.1% | +20.7% | +20.2% |
| 30D | +27.1% | +0.4% | +26.7% | +23.0% |
| 3M | +14.7% | +1.0% | +13.6% | +4.2% |
| 6M | -26.8% | +2.0% | -28.9% | -41.8% |
| YTD | -59.2% | +3.4% | -62.7% | -68.9% |
| 1Y | -64.7% | +4.1% | -68.8% | -72.7% |
| All | -64.7% | +4.1% | -68.8% | -72.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling