-79.3%
TTD vs S
-48.3%
-31.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +2.9% |
| 7D | +20.8% | +1.2% | +19.6% | +20.2% |
| 30D | +33.8% | -7.3% | +41.2% | +37.9% |
| 3M | +17.8% | +5.9% | +12.0% | +11.5% |
| 6M | -25.7% | +45.6% | -71.4% | -41.2% |
| YTD | -57.9% | +58.5% | -116.4% | -68.5% |
| 1Y | -63.8% | +37.6% | -101.5% | -71.2% |
| 3Y | -75.0% | +51.7% | -126.7% | -83.0% |
| 5Y | -82.5% | -67.5% | -15.1% | -78.0% |
| All | -79.3% | -48.3% | -31.0% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling