-80.0%
TTD vs SBAC
-43.7%
-36.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -3.9% |
| 7D | +6.3% | -0.8% | +7.1% | +6.7% |
| 30D | -23.9% | +6.9% | -30.8% | -26.0% |
| 3M | -31.4% | -8.2% | -23.2% | -29.2% |
| 6M | -42.7% | -1.6% | -41.0% | -43.1% |
| YTD | -62.0% | -0.1% | -61.9% | -62.7% |
| 1Y | -72.2% | -0.5% | -71.7% | -72.8% |
| 3Y | -81.9% | -9.1% | -72.9% | -82.7% |
| All | -80.0% | -43.7% | -36.3% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling