+86.8%
SMH vs TTD
-72.9%
+159.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.1% | -2.4% |
| 7D | +1.4% | -7.4% | +8.8% | +1.4% |
| 30D | -2.2% | +3.0% | -5.2% | -2.2% |
| 3M | -1.9% | -27.6% | +25.7% | -1.6% |
| 6M | +41.0% | -49.5% | +90.5% | +45.3% |
| YTD | +55.6% | -63.2% | +118.8% | +69.3% |
| 1Y | +86.8% | -69.7% | +156.5% | +116.7% |
| All | +86.8% | -72.9% | +159.7% | +116.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling