+5.0%
SMCI vs TTD
-75.6%
+80.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | -6.6% | +21.3% | -27.8% | -10.6% |
| 30D | -24.9% | +28.7% | -53.6% | -29.2% |
| 3M | -31.4% | +7.7% | -39.1% | -32.9% |
| 6M | -16.0% | -23.5% | +7.4% | -12.8% |
| YTD | -8.2% | -58.7% | +50.5% | +12.9% |
| 1Y | -23.4% | -63.4% | +40.0% | -2.0% |
| 3Y | +5.0% | -75.3% | +80.3% | +15.6% |
| All | +5.0% | -75.6% | +80.6% | +15.6% |
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