+1,750.2%
SMH vs TTD
+398.8%
+1,351.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.2% | +0.9% |
| 7D | +0.3% | -0.6% | +0.9% | +0.4% |
| 30D | -2.8% | +6.3% | -9.1% | -4.3% |
| 3M | -6.7% | -24.1% | +17.4% | -2.8% |
| 6M | +41.8% | -47.4% | +89.2% | +58.0% |
| YTD | +57.9% | -62.2% | +120.1% | +87.7% |
| 1Y | +87.6% | -68.3% | +155.9% | +131.1% |
| 3Y | +282.9% | -83.4% | +366.4% | +401.0% |
| 5Y | +330.4% | -80.3% | +410.7% | +399.0% |
| All | +1,750.2% | +398.8% | +1,351.5% | +1,240.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling