-80.1%
TTD vs S
-49.1%
-31.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.5% |
| 7D | +19.9% | +1.4% | +18.5% | +19.3% |
| 30D | +27.6% | -10.8% | +38.5% | +34.0% |
| 3M | +15.2% | +5.4% | +9.8% | +9.1% |
| 6M | -33.2% | +41.2% | -74.4% | -46.2% |
| YTD | -59.4% | +56.2% | -115.6% | -69.4% |
| 1Y | -64.4% | +36.3% | -100.7% | -71.5% |
| 3Y | -75.9% | +49.4% | -125.3% | -83.5% |
| 5Y | -82.6% | -66.9% | -15.7% | -78.2% |
| All | -80.1% | -49.1% | -31.0% | -76.4% |
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