+379.4%
TTD vs XYZ
+609.8%
-230.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.6% | -3.9% |
| 7D | +6.3% | -1.0% | +7.3% | +6.9% |
| 30D | -23.9% | -1.7% | -22.2% | -23.1% |
| 3M | -31.4% | +16.7% | -48.1% | -37.7% |
| 6M | -42.7% | +26.9% | -69.5% | -50.8% |
| YTD | -62.0% | +27.1% | -89.1% | -68.1% |
| 1Y | -72.2% | +9.3% | -81.5% | -74.7% |
| 3Y | -81.9% | +42.3% | -124.2% | -87.9% |
| 5Y | -81.5% | -69.3% | -12.2% | -69.3% |
| All | +379.4% | +609.8% | -230.4% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling