+10.3%
SLV vs TTD
-72.7%
+83.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.9% | +2.3% | +5.2% |
| 7D | -3.9% | +3.7% | -7.6% | -3.8% |
| 30D | -14.5% | +10.4% | -24.9% | -14.3% |
| 3M | -12.4% | -31.6% | +19.2% | -12.8% |
| 6M | -28.5% | -45.1% | +16.6% | -28.6% |
| YTD | -26.8% | -65.1% | +38.4% | -18.9% |
| 1Y | +10.3% | -72.0% | +82.3% | +31.9% |
| All | +10.3% | -72.7% | +83.0% | +31.9% |
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