+1,641.0%
SMCI vs TTD
+401.9%
+1,239.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.4% | +8.9% | +5.4% |
| 7D | +6.8% | +6.3% | +0.4% | +5.4% |
| 30D | +30.6% | -23.9% | +54.5% | +36.3% |
| 3M | -15.6% | -31.4% | +15.8% | -10.5% |
| 6M | +21.3% | -42.7% | +63.9% | +31.1% |
| YTD | +35.3% | -62.0% | +97.2% | +58.8% |
| 1Y | -2.7% | -72.2% | +69.5% | +21.6% |
| 3Y | +40.3% | -81.9% | +122.3% | +80.9% |
| 5Y | +941.8% | -81.5% | +1,023.4% | +1,154.2% |
| All | +1,641.0% | +401.9% | +1,239.1% | +1,297.5% |
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 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