-83.3%
TTD vs USFR
+14.0%
-97.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.9% | -3.0% |
| 7D | +1.7% | +0.1% | +1.7% | +1.5% |
| 30D | +1.6% | +0.3% | +1.3% | 0.0% |
| 3M | -27.8% | +1.0% | -28.8% | -31.1% |
| 6M | -52.1% | +1.9% | -54.0% | -55.8% |
| YTD | -63.1% | +2.7% | -65.7% | -66.7% |
| 1Y | -73.1% | +4.0% | -77.1% | -76.8% |
| 3Y | -83.3% | +14.0% | -97.3% | -88.1% |
| All | -83.3% | +14.0% | -97.3% | -88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling