+58.3%
SLV vs TTD
-73.2%
+131.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.1% | -0.8% |
| 7D | +2.5% | +1.7% | +0.8% | +2.6% |
| 30D | +3.3% | +1.6% | +1.7% | +3.4% |
| 3M | -3.6% | -27.8% | +24.3% | -4.1% |
| 6M | -21.8% | -52.1% | +30.3% | -21.6% |
| YTD | -7.8% | -63.1% | +55.2% | -5.1% |
| 1Y | +58.3% | -73.1% | +131.3% | +60.9% |
| All | +58.3% | -73.2% | +131.5% | +60.9% |
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