-86.8%
TTD vs SARO
-22.5%
-64.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.0% |
| 7D | -0.6% | -3.1% | +2.5% | +0.5% |
| 30D | +6.3% | -12.2% | +18.5% | +11.4% |
| 3M | -24.1% | -7.4% | -16.8% | -21.9% |
| 6M | -47.4% | -15.3% | -32.2% | -44.4% |
| YTD | -62.2% | -16.2% | -46.0% | -60.3% |
| 1Y | -68.3% | -12.1% | -56.2% | -67.7% |
| All | -86.8% | -22.5% | -64.4% | -87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling