+329.6%
TTD vs SAP
+205.2%
+124.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.1% | +4.4% |
| 7D | +5.2% | -0.7% | +5.9% | +5.5% |
| 30D | +6.9% | +11.1% | -4.1% | -2.3% |
| 3M | -26.8% | +17.0% | -43.9% | -36.8% |
| 6M | -46.1% | +34.8% | -81.0% | -59.2% |
| YTD | -65.9% | -2.2% | -63.7% | -66.8% |
| 1Y | -71.8% | -6.4% | -65.4% | -71.5% |
| 3Y | -83.3% | +75.1% | -158.5% | -90.8% |
| 5Y | -81.1% | +69.8% | -151.0% | -89.4% |
| 10Y | +441.7% | +219.8% | +221.8% | +64.2% |
| All | +329.6% | +205.2% | +124.4% | +39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling