+41.6%
SMH vs TTD
-64.0%
+105.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.3% | -3.0% |
| 7D | +4.9% | +21.3% | -16.4% | +4.9% |
| 30D | -13.8% | +28.7% | -42.5% | -13.5% |
| 3M | -17.4% | +7.7% | -25.1% | -17.6% |
| 6M | -15.0% | -23.5% | +8.5% | -15.3% |
| YTD | +35.2% | -58.7% | +93.9% | +45.7% |
| 1Y | +41.6% | -63.4% | +105.0% | +57.5% |
| All | +41.6% | -64.0% | +105.6% | +57.5% |
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 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