-95.5%
SNDQ vs TTD
-39.9%
-55.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.6% | +7.3% | +7.8% |
| 7D | -20.4% | -7.4% | -13.0% | -18.6% |
| 30D | -54.5% | +3.0% | -57.5% | -54.3% |
| 3M | -79.1% | -27.6% | -51.5% | -77.9% |
| All | -95.5% | -39.9% | -55.6% | -95.6% |
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 · Available span rolling