-72.2%
TTD vs XYZ
+9.3%
-81.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.6% | -4.0% |
| 7D | +6.3% | -1.0% | +7.3% | +6.7% |
| 30D | -23.9% | -1.7% | -22.2% | -23.3% |
| 3M | -31.4% | +16.7% | -48.1% | -35.8% |
| 6M | -42.7% | +26.9% | -69.5% | -48.3% |
| YTD | -62.0% | +27.1% | -89.1% | -65.4% |
| 1Y | -72.2% | +9.3% | -81.5% | -72.2% |
| All | -72.2% | +9.3% | -81.5% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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