+29.3%
V vs TTD
-72.7%
+102.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.9% | +1.0% | +3.5% |
| 7D | +9.0% | +3.7% | +5.3% | +8.4% |
| 30D | +18.1% | +10.4% | +7.7% | +16.4% |
| 3M | +18.3% | -31.6% | +49.9% | +23.0% |
| 6M | +34.1% | -45.1% | +79.2% | +41.9% |
| YTD | +25.2% | -65.1% | +90.4% | +34.2% |
| 1Y | +29.3% | -72.0% | +101.3% | +42.4% |
| All | +29.3% | -72.7% | +102.0% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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