-2.7%
SMCI vs TTD
-73.2%
+70.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.4% | +8.9% | +4.7% |
| 7D | +6.8% | +6.3% | +0.4% | +6.6% |
| 30D | +30.6% | -23.9% | +54.5% | +31.3% |
| 3M | -15.6% | -31.4% | +15.8% | -13.6% |
| 6M | +21.3% | -42.7% | +63.9% | +25.8% |
| YTD | +35.3% | -62.0% | +97.2% | +56.3% |
| 1Y | -2.7% | -72.2% | +69.5% | +24.3% |
| All | -2.7% | -73.2% | +70.5% | +24.3% |
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