-72.2%
TTD vs SARO
-7.4%
-64.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.5% |
| 7D | +6.3% | -0.8% | +7.1% | +6.4% |
| 30D | -23.9% | -20.0% | -3.9% | -21.5% |
| 3M | -31.4% | -2.9% | -28.5% | -30.1% |
| 6M | -42.7% | -17.7% | -25.0% | -40.9% |
| YTD | -62.0% | -13.5% | -48.5% | -61.1% |
| 1Y | -72.2% | -9.7% | -62.5% | -71.9% |
| All | -72.2% | -7.4% | -64.8% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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