+329.6%
TTD vs SBAC
+91.3%
+238.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.8% |
| 7D | +5.2% | +1.2% | +4.0% | +4.5% |
| 30D | +6.9% | +11.2% | -4.2% | +1.1% |
| 3M | -26.8% | +4.5% | -31.3% | -28.8% |
| 6M | -46.1% | -12.2% | -34.0% | -43.3% |
| YTD | -65.9% | -0.1% | -65.8% | -67.0% |
| 1Y | -71.8% | -0.3% | -71.6% | -72.7% |
| 3Y | -83.3% | -8.7% | -74.6% | -84.1% |
| 5Y | -81.1% | -40.2% | -41.0% | -76.3% |
| 10Y | +441.7% | +97.3% | +344.4% | +309.2% |
| All | +329.6% | +91.3% | +238.3% | +240.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling