-87.2%
TTD vs SARO
-21.9%
-65.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -4.6% | +0.6% | -5.2% | -4.8% |
| 30D | +3.7% | -14.5% | +18.2% | +9.7% |
| 3M | -30.2% | -5.3% | -24.9% | -28.8% |
| 6M | -51.4% | -15.3% | -36.1% | -48.6% |
| YTD | -63.4% | -15.6% | -47.9% | -61.6% |
| 1Y | -73.5% | -9.1% | -64.4% | -73.5% |
| All | -87.2% | -21.9% | -65.4% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling