+1,745.3%
SMH vs TTD
+401.9%
+1,343.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.4% | +7.0% | +3.5% |
| 7D | +2.5% | +6.3% | -3.8% | +1.1% |
| 30D | -0.5% | -23.9% | +23.4% | +4.3% |
| 3M | -9.6% | -31.4% | +21.7% | -3.8% |
| 6M | +42.1% | -42.7% | +84.7% | +54.6% |
| YTD | +57.4% | -62.0% | +119.4% | +87.0% |
| 1Y | +96.2% | -72.2% | +168.4% | +148.4% |
| 3Y | +267.9% | -81.9% | +349.9% | +372.1% |
| 5Y | +327.7% | -81.5% | +409.2% | +402.3% |
| All | +1,745.3% | +401.9% | +1,343.4% | +1,235.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling