+1,484.1%
SMH vs TTD
+445.4%
+1,038.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.3% | -3.3% |
| 7D | +4.9% | +21.3% | -16.4% | +0.7% |
| 30D | -13.8% | +28.7% | -42.5% | -18.4% |
| 3M | -17.4% | +7.7% | -25.1% | -19.2% |
| 6M | -15.0% | -23.5% | +8.5% | -12.4% |
| YTD | +35.2% | -58.7% | +93.9% | +56.9% |
| 1Y | +41.6% | -63.4% | +105.0% | +68.7% |
| 3Y | +215.6% | -75.3% | +290.9% | +278.8% |
| 5Y | +233.2% | -84.4% | +317.6% | +307.1% |
| 10Y | +1,458.7% | +516.1% | +942.6% | +997.7% |
| All | +1,484.1% | +445.4% | +1,038.7% | +1,020.7% |
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 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