+365.8%
TTD vs SAP
+176.5%
+189.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.2% | -1.4% |
| 7D | +1.7% | -0.3% | +2.0% | +2.0% |
| 30D | +1.6% | +2.6% | -1.0% | -0.8% |
| 3M | -27.8% | +16.3% | -44.1% | -37.7% |
| 6M | -52.1% | +6.4% | -58.5% | -55.5% |
| YTD | -63.1% | -11.4% | -51.6% | -60.8% |
| 1Y | -73.1% | -20.4% | -52.6% | -68.5% |
| 3Y | -83.3% | +56.5% | -139.8% | -89.8% |
| 5Y | -80.6% | +56.8% | -137.4% | -88.3% |
| All | +365.8% | +176.5% | +189.3% | +65.3% |
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