+1,524.2%
SMH vs TTD
+505.0%
+1,019.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.4% |
| 7D | +12.1% | +20.8% | -8.7% | +7.6% |
| 30D | -14.7% | +27.1% | -41.8% | -19.1% |
| 3M | -14.2% | +14.7% | -28.9% | -17.3% |
| 6M | -10.6% | -26.8% | +16.2% | -7.0% |
| YTD | +39.3% | -59.2% | +98.6% | +62.7% |
| 1Y | +41.6% | -64.7% | +106.2% | +70.6% |
| 3Y | +223.4% | -75.8% | +299.2% | +291.0% |
| 5Y | +243.5% | -84.6% | +328.1% | +322.1% |
| All | +1,524.2% | +505.0% | +1,019.2% | +1,020.5% |
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