+445.0%
V vs TTD
+349.7%
+95.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | +2.2% | +5.2% | -3.0% | +1.5% |
| 30D | +13.6% | +6.9% | +6.6% | +12.5% |
| 3M | +14.3% | -26.8% | +41.1% | +18.4% |
| 6M | +33.1% | -46.1% | +79.2% | +42.9% |
| YTD | +21.2% | -65.9% | +87.2% | +37.3% |
| 1Y | +26.4% | -71.8% | +98.3% | +46.6% |
| 3Y | +77.6% | -83.3% | +160.9% | +107.1% |
| 5Y | +102.6% | -81.1% | +183.7% | +115.8% |
| 10Y | +464.4% | +441.7% | +22.7% | +295.6% |
| All | +445.0% | +349.7% | +95.3% | +285.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling