-79.7%
TTD vs S
-51.7%
-28.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +21.3% | +2.0% | +19.3% | +20.4% |
| 30D | +28.7% | -2.7% | +31.5% | +29.8% |
| 3M | +7.7% | -6.9% | +14.6% | +8.5% |
| 6M | -23.5% | +38.1% | -61.5% | -37.8% |
| YTD | -58.7% | +48.0% | -106.7% | -68.0% |
| 1Y | -63.4% | +34.5% | -97.9% | -70.6% |
| 3Y | -75.3% | +38.3% | -113.6% | -82.4% |
| 5Y | -84.4% | -70.9% | -13.5% | -79.4% |
| All | -79.7% | -51.7% | -28.0% | -75.4% |
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