-72.2%
TTD vs SE
-38.5%
-33.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.2% |
| 7D | +6.3% | -6.1% | +12.4% | +7.9% |
| 30D | -23.9% | -2.5% | -21.4% | -24.0% |
| 3M | -31.4% | +21.7% | -53.1% | -35.5% |
| 6M | -42.7% | +27.0% | -69.7% | -46.6% |
| YTD | -62.0% | -12.1% | -49.9% | -62.4% |
| 1Y | -72.2% | -40.9% | -31.3% | -71.9% |
| All | -72.2% | -38.5% | -33.7% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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