-63.8%
TTD vs SAP
-5.5%
-58.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.5% | +3.5% |
| 7D | +20.8% | -2.5% | +23.3% | +22.3% |
| 30D | +33.8% | +7.5% | +26.4% | +28.7% |
| 3M | +17.8% | +11.6% | +6.2% | +10.8% |
| 6M | -25.7% | +37.6% | -63.4% | -38.2% |
| YTD | -57.9% | -2.0% | -56.0% | -61.6% |
| 1Y | -63.8% | -6.4% | -57.5% | -65.3% |
| All | -63.8% | -5.5% | -58.3% | -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 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