+4,437.1%
SNDK vs TTD
-83.1%
+4,520.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.6% | -6.1% | -3.6% |
| 7D | -6.1% | -0.6% | -5.5% | -6.1% |
| 30D | +21.5% | +6.3% | +15.2% | +21.0% |
| 3M | -13.2% | -24.1% | +10.9% | -12.2% |
| 6M | +149.2% | -47.4% | +196.6% | +160.1% |
| YTD | +588.1% | -62.2% | +650.3% | +655.4% |
| 1Y | +1,837.5% | -68.3% | +1,905.8% | +2,087.5% |
| All | +4,437.1% | -83.1% | +4,520.2% | +4,649.0% |
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