+365.8%
TTD vs UUUU
+760.0%
-394.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.9% | -3.1% |
| 7D | +1.7% | +2.8% | -1.1% | +1.2% |
| 30D | +1.6% | +3.4% | -1.8% | +0.5% |
| 3M | -27.8% | -3.9% | -24.0% | -28.7% |
| 6M | -52.1% | -23.2% | -28.9% | -51.5% |
| YTD | -63.1% | +0.6% | -63.6% | -66.1% |
| 1Y | -73.1% | +22.9% | -95.9% | -77.5% |
| 3Y | -83.3% | +98.6% | -181.9% | -88.8% |
| 5Y | -80.6% | +130.2% | -210.8% | -87.9% |
| All | +365.8% | +760.0% | -394.2% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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