+338.0%
SMH vs TTD
-80.8%
+418.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +4.3% | -4.6% | +8.9% | +5.3% |
| 30D | +0.9% | +3.7% | -2.8% | -0.2% |
| 3M | -2.8% | -30.2% | +27.4% | +3.4% |
| 6M | +45.6% | -51.4% | +97.0% | +66.7% |
| YTD | +59.5% | -63.4% | +122.9% | +94.1% |
| 1Y | +93.4% | -73.5% | +166.9% | +153.6% |
| 3Y | +287.1% | -83.5% | +370.6% | +412.9% |
| 5Y | +338.0% | -80.9% | +419.0% | +412.3% |
| All | +338.0% | -80.8% | +418.8% | +412.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling