+217.3%
SLV vs TTD
+401.9%
-184.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -1.0% |
| 7D | -0.3% | +6.3% | -6.7% | -0.6% |
| 30D | +6.7% | -23.9% | +30.6% | +7.7% |
| 3M | -10.7% | -31.4% | +20.7% | -9.5% |
| 6M | -20.6% | -42.7% | +22.1% | -19.2% |
| YTD | -7.1% | -62.0% | +54.8% | -3.8% |
| 1Y | +62.0% | -72.2% | +134.2% | +69.9% |
| 3Y | +169.8% | -81.9% | +251.8% | +183.0% |
| 5Y | +161.5% | -81.5% | +243.0% | +167.9% |
| All | +217.3% | +401.9% | -184.6% | +208.8% |
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 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