+448.0%
SNXX vs TTD
-58.6%
+506.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.4% |
| 7D | +27.3% | -4.6% | +31.9% | +25.5% |
| 30D | +89.3% | +3.7% | +85.6% | +91.6% |
| 3M | -29.6% | -30.2% | +0.7% | -34.8% |
| 6M | +324.4% | -51.4% | +375.8% | +198.0% |
| All | +448.0% | -58.6% | +506.6% | +210.1% |
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