+379.4%
TTD vs USFR
+28.0%
+351.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +6.3% | +0.1% | +6.3% | +6.4% |
| 30D | -23.9% | +0.3% | -24.2% | -23.8% |
| 3M | -31.4% | +1.0% | -32.4% | -31.2% |
| 6M | -42.7% | +1.9% | -44.6% | -42.4% |
| YTD | -62.0% | +2.6% | -64.6% | -61.7% |
| 1Y | -72.2% | +4.0% | -76.2% | -72.0% |
| 3Y | -81.9% | +14.1% | -96.1% | -81.5% |
| 5Y | -81.5% | +20.4% | -102.0% | -81.0% |
| All | +379.4% | +28.0% | +351.4% | +383.9% |
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