-72.0%
TTD vs SBAC
+2.4%
-74.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.8% | -3.0% | +1.8% |
| 7D | +3.7% | +5.8% | -2.1% | +2.6% |
| 30D | +10.4% | +20.8% | -10.4% | +6.4% |
| 3M | -31.6% | +4.8% | -36.3% | -32.2% |
| 6M | -45.1% | -9.1% | -36.0% | -44.9% |
| YTD | -65.1% | +3.1% | -68.2% | -66.3% |
| 1Y | -72.0% | +2.2% | -74.2% | -72.9% |
| All | -72.0% | +2.4% | -74.4% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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