+361.1%
TTD vs SBAC
+88.6%
+272.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -4.6% | +0.2% | -4.8% | -4.6% |
| 30D | +3.7% | +3.9% | -0.2% | +1.9% |
| 3M | -30.2% | -8.2% | -22.0% | -27.6% |
| 6M | -51.4% | -2.8% | -48.6% | -51.7% |
| YTD | -63.4% | -1.5% | -61.9% | -64.1% |
| 1Y | -73.5% | 0.0% | -73.5% | -74.4% |
| 3Y | -83.5% | -8.4% | -75.1% | -84.3% |
| 5Y | -80.9% | -43.5% | -37.4% | -75.1% |
| All | +361.1% | +88.6% | +272.5% | +269.9% |
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 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