-82.9%
TTD vs SAP
+60.5%
-143.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -3.8% |
| 7D | +6.3% | -2.9% | +9.2% | +8.2% |
| 30D | -23.9% | +9.0% | -32.9% | -28.6% |
| 3M | -31.4% | +14.9% | -46.3% | -38.0% |
| 6M | -42.7% | +11.9% | -54.6% | -47.4% |
| YTD | -62.0% | -9.9% | -52.1% | -60.6% |
| 1Y | -72.2% | -19.5% | -52.7% | -68.7% |
| All | -82.9% | +60.5% | -143.4% | -87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling