-80.7%
TTD vs S
-48.9%
-31.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +8.0% | +7.4% | +11.5% |
| 7D | +19.0% | +1.6% | +17.4% | +18.2% |
| 30D | +23.6% | -10.5% | +34.1% | +29.5% |
| 3M | +8.2% | +9.9% | -1.7% | +0.3% |
| 6M | -35.3% | +41.8% | -77.1% | -48.0% |
| YTD | -60.7% | +56.8% | -117.5% | -70.4% |
| 1Y | -65.3% | +39.0% | -104.3% | -72.5% |
| 3Y | -80.6% | +53.8% | -134.4% | -86.9% |
| 5Y | -84.6% | -68.6% | -16.0% | -80.4% |
| All | -80.7% | -48.9% | -31.8% | -77.2% |
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