-64.4%
TTD vs SBAC
+0.4%
-64.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.2% |
| 7D | +19.9% | +3.6% | +16.3% | +19.1% |
| 30D | +27.6% | +4.9% | +22.8% | +26.4% |
| 3M | +15.2% | +6.5% | +8.7% | +13.8% |
| 6M | -33.2% | -11.1% | -22.1% | -32.7% |
| YTD | -59.4% | +0.9% | -60.3% | -60.4% |
| 1Y | -64.4% | -1.6% | -62.8% | -64.7% |
| All | -64.4% | +0.4% | -64.8% | -64.7% |
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 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