+921.6%
SMCI vs TTD
-81.0%
+1,002.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.1% |
| 7D | -1.3% | -7.4% | +6.1% | +0.5% |
| 30D | +18.3% | +3.0% | +15.3% | +17.2% |
| 3M | +27.7% | -27.6% | +55.3% | +35.2% |
| 6M | +17.6% | -49.5% | +67.1% | +35.3% |
| YTD | +27.7% | -63.2% | +90.9% | +59.1% |
| 1Y | -14.9% | -69.7% | +54.9% | +12.0% |
| 3Y | +33.2% | -83.3% | +116.5% | +88.1% |
| 5Y | +921.6% | -80.8% | +1,002.4% | +1,206.5% |
| All | +921.6% | -81.0% | +1,002.6% | +1,206.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling