+286.8%
SMH vs TTD
-83.6%
+370.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +4.3% | -4.6% | +8.9% | +5.0% |
| 30D | +0.9% | +3.7% | -2.8% | +0.1% |
| 3M | -2.8% | -30.2% | +27.4% | +1.7% |
| 6M | +45.6% | -51.4% | +97.0% | +61.7% |
| YTD | +59.5% | -63.4% | +122.9% | +86.8% |
| 1Y | +93.4% | -73.5% | +166.9% | +141.3% |
| All | +286.8% | -83.6% | +370.4% | +388.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling