-72.0%
TTD vs SARO
-7.8%
-64.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.5% |
| 7D | +3.7% | +15.8% | -12.1% | +0.6% |
| 30D | +10.4% | +22.2% | -11.8% | +5.8% |
| 3M | -31.6% | -16.2% | -15.4% | -30.2% |
| 6M | -45.1% | +4.6% | -49.7% | -45.1% |
| YTD | -65.1% | -10.4% | -54.8% | -65.2% |
| 1Y | -72.0% | -6.5% | -65.5% | -72.6% |
| All | -72.0% | -7.8% | -64.2% | -72.6% |
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