-72.0%
TTD vs SAP
-5.6%
-66.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | +0.6% |
| 7D | +3.7% | +1.3% | +2.4% | +2.9% |
| 30D | +10.4% | +15.5% | -5.1% | +2.1% |
| 3M | -31.6% | +22.8% | -54.4% | -39.3% |
| 6M | -45.1% | +42.5% | -87.6% | -55.2% |
| YTD | -65.1% | +0.5% | -65.7% | -68.3% |
| 1Y | -72.0% | -5.9% | -66.1% | -72.2% |
| All | -72.0% | -5.6% | -66.4% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling