+550.5%
TTD vs SAP
+228.4%
+322.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +1.7% | +13.8% | +14.1% |
| 7D | +19.0% | +1.6% | +17.3% | +17.2% |
| 30D | +23.6% | +10.5% | +13.1% | +13.6% |
| 3M | +8.2% | +15.2% | -7.0% | -4.2% |
| 6M | -35.3% | +36.7% | -72.0% | -51.3% |
| YTD | -60.7% | -0.6% | -60.1% | -62.2% |
| 1Y | -65.3% | -4.1% | -61.1% | -65.5% |
| 3Y | -80.6% | +73.2% | -153.8% | -89.1% |
| 5Y | -84.6% | +74.1% | -158.7% | -91.5% |
| 10Y | +550.5% | +222.9% | +327.6% | +122.3% |
| All | +550.5% | +228.4% | +322.2% | +122.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling