+143.2%
TTD vs SE
+358.6%
-215.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.5% |
| 7D | +20.8% | -1.5% | +22.2% | +21.5% |
| 30D | +27.1% | -22.3% | +49.4% | +40.2% |
| 3M | +14.7% | -41.8% | +56.5% | +41.3% |
| 6M | -26.8% | -22.4% | -4.4% | -20.7% |
| YTD | -59.2% | -41.6% | -17.7% | -51.4% |
| 1Y | -64.7% | -48.0% | -16.7% | -56.0% |
| 3Y | -75.8% | +63.9% | -139.7% | -82.9% |
| 5Y | -84.6% | -78.2% | -6.4% | -78.5% |
| All | +143.2% | +358.6% | -215.4% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling