-88.2%
TTD vs ZYBT
-58.9%
-29.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.2% | +2.7% |
| 7D | -0.6% | -3.7% | +3.1% | -0.6% |
| 30D | +6.3% | 0.0% | +6.3% | +6.3% |
| 3M | -24.1% | +72.2% | -96.3% | -25.0% |
| 6M | -47.4% | +103.1% | -150.6% | -49.1% |
| YTD | -62.2% | +34.8% | -97.0% | -62.8% |
| 1Y | -68.3% | -83.2% | +14.9% | -65.8% |
| All | -88.2% | -58.9% | -29.3% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 3y: compounded portfolio wealth divided by compounded ZYBT 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…
3y analysis · Full analysis span regression · 6 months rolling