+558.1%
TTD vs SBAC
+103.9%
+454.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.0% |
| 7D | +19.9% | +3.6% | +16.3% | +17.9% |
| 30D | +27.6% | +4.9% | +22.8% | +24.5% |
| 3M | +15.2% | +6.5% | +8.7% | +11.2% |
| 6M | -33.2% | -11.1% | -22.1% | -30.0% |
| YTD | -59.4% | +0.9% | -60.3% | -60.8% |
| 1Y | -64.4% | -1.6% | -62.8% | -65.2% |
| 3Y | -75.9% | -7.0% | -68.9% | -77.3% |
| 5Y | -82.6% | -39.2% | -43.4% | -78.3% |
| 10Y | +558.1% | +111.4% | +446.8% | +401.7% |
| All | +558.1% | +103.9% | +454.2% | +401.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling