+412.3%
TTD vs USFR
+29.0%
+383.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.2% | +3.3% |
| 7D | +19.9% | +0.1% | +19.8% | +19.9% |
| 30D | +27.6% | +0.4% | +27.2% | +27.8% |
| 3M | +15.2% | +1.1% | +14.1% | +15.5% |
| 6M | -33.2% | +2.1% | -35.2% | -32.9% |
| YTD | -59.4% | +3.4% | -62.8% | -59.0% |
| 1Y | -64.4% | +4.1% | -68.4% | -64.0% |
| 3Y | -75.9% | +14.4% | -90.3% | -75.3% |
| 5Y | -82.6% | +21.4% | -104.0% | -82.0% |
| 10Y | +558.1% | +28.5% | +529.6% | +590.0% |
| All | +412.3% | +29.0% | +383.3% | +418.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling