+4,727.7%
SNDK vs TTD
-83.5%
+4,811.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | 0.0% |
| 7D | +13.1% | +1.7% | +11.3% | +12.9% |
| 30D | +43.4% | +1.6% | +41.8% | +43.0% |
| 3M | +5.8% | -27.8% | +33.7% | +7.4% |
| 6M | +229.6% | -52.1% | +281.7% | +246.5% |
| YTD | +632.2% | -63.1% | +695.2% | +704.6% |
| 1Y | +2,365.4% | -73.1% | +2,438.5% | +2,745.8% |
| All | +4,727.7% | -83.5% | +4,811.3% | +4,958.5% |
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