-64.7%
TTD vs SAP
-5.9%
-58.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +20.8% | -3.9% | +24.7% | +23.3% |
| 30D | +27.1% | +6.5% | +20.6% | +22.8% |
| 3M | +14.7% | +14.7% | 0.0% | +6.4% |
| 6M | -26.8% | +39.9% | -66.8% | -39.6% |
| YTD | -59.2% | -2.0% | -57.3% | -62.8% |
| 1Y | -64.7% | -6.0% | -58.7% | -66.4% |
| All | -64.7% | -5.9% | -58.7% | -66.4% |
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