+122.3%
SLV vs TTD
-83.7%
+206.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.2% |
| 7D | +5.1% | +5.2% | -0.1% | +4.9% |
| 30D | -12.9% | +6.9% | -19.9% | -13.1% |
| 3M | -16.1% | -26.8% | +10.7% | -15.3% |
| 6M | -33.2% | -46.1% | +13.0% | -31.7% |
| YTD | -27.2% | -65.9% | +38.7% | -23.8% |
| 1Y | +7.6% | -71.8% | +79.5% | +13.9% |
| 3Y | +122.3% | -83.3% | +205.7% | +129.4% |
| All | +122.3% | -83.7% | +206.1% | +129.4% |
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