+120.9%
SLV vs TTD
-75.9%
+196.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -3.2% |
| 7D | -3.9% | +20.8% | -24.6% | -4.6% |
| 30D | -15.6% | +27.1% | -42.8% | -16.4% |
| 3M | -23.6% | +14.7% | -38.3% | -24.1% |
| 6M | -42.6% | -26.8% | -15.7% | -42.1% |
| YTD | -30.0% | -59.2% | +29.3% | -27.3% |
| 1Y | -6.6% | -64.7% | +58.0% | -2.3% |
| All | +120.9% | -75.9% | +196.7% | +113.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling