+99.1%
V vs TTD
-84.7%
+183.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | +2.2% | +5.2% | -3.0% | +1.6% |
| 30D | +13.6% | +6.9% | +6.6% | +12.6% |
| 3M | +14.3% | -26.8% | +41.1% | +17.8% |
| 6M | +33.1% | -46.1% | +79.2% | +41.4% |
| YTD | +21.2% | -65.9% | +87.2% | +34.6% |
| 1Y | +26.4% | -71.8% | +98.3% | +43.2% |
| 3Y | +77.6% | -83.3% | +160.9% | +100.0% |
| All | +99.1% | -84.7% | +183.7% | +112.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling